Approximation of a stochastic wave equation in dimension three, with application to a support theorem in H\"{o}lder norm
Probability
2016-08-14 v6
Abstract
A characterization of the support in H\"{o}lder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. The result is a consequence of an approximation theorem, in the convergence of probability, for a sequence of evolution equations driven by a family of regularizations of the driving noise.
Keywords
Cite
@article{arxiv.1203.1188,
title = {Approximation of a stochastic wave equation in dimension three, with application to a support theorem in H\"{o}lder norm},
author = {Francisco J. Delgado-Vences and Marta Sanz-Solé},
journal= {arXiv preprint arXiv:1203.1188},
year = {2016}
}
Comments
Published in at http://dx.doi.org/10.3150/13-BEJ554 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)