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2016-08

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Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/116485

Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case

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https://doi.org/10.3150/15-BEJ704

Resum

This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of the support in Hölder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable and null initial conditions. Here, we allow for non-null initial conditions and, therefore, the solution does not possess a stationary property in space. As in (Bernoulli 20 (2014) 2169-2216), the support theorem is a consequence of an approximation result, in the convergence of probability, of a sequence of evolution equations driven by a family of regularizations of the driving noise. However, the method of the proof differs from (Bernoulli 20 (2014) 2169-2216) since arguments based on the stationarity property of the solution cannot be used.

Matèries

Anàlisi estocàstica, Equacions en derivades parcials

Matèries (anglès)

Analyse stochastique, Partial differential equations

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Articles publicats en revistes (Matemàtiques i Informàtica)

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DELGADO VENCES, Francisco Javier and SANZ-SOLÉ, Marta. Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case. Bernoulli. 2016. Vol. 22, num. 3, pags. 1572-1597. ISSN 1350-7265. [consulted: 28 of May of 2026]. Available at: https://hdl.handle.net/2445/116485

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