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

DOI10.3150/15-BEJ704zbMath1343.60083arXiv1404.2411MaRDI QIDQ282550

Francisco J. Delgado-Vences, Marta Sanz-Solé

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.2411

zbMATH Keywords

support theoremstochastic wave equationapproximating schemes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

A support theorem for 3d-stochastic wave equations in Hölder norm with some general noises ⋮ Approximation of solutions of the wave equation driven by a stochastic measure ⋮ Wave equation in the plane driven by a general stochastic measure ⋮ Approximation of the solution to the parabolic equation driven by stochastic measure ⋮ Approximation of solutions of the stochastic wave equation by using the Fourier series

Cites Work

• Mild solutions for a class of fractional SPDEs and their sample paths
• Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
• Stochastic integrals for SPDEs: a comparison
• Harmonic analysis of additive Lévy processes
• The support of the solution to a hyperbolic SPDE
• Approximation and support theorem for a wave equation in two space dimensions
• Approximation and support theorems in modulus spaces
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Hitting probabilities for nonlinear systems of stochastic waves
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
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