Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line

DOI10.1007/s40072-019-00152-8zbMath1456.35247arXiv1809.05965OpenAlexW2973457709MaRDI QIDQ2219498

Timur Yastrzhembskiy

Publication date: 20 January 2021

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.05965

zbMATH Keywords

Wong-Zakai approximationKrylov's \(L_p\)-theory of SPDEsStroock-Varadhan's support theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (3)

On diffusion processes with drift in \(L_{d+1}\) ⋮ On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\) ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space

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