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arXiv · 1809.05965

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

Timur Yastrzhembskiy
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Abstract

We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2 (\mathbb{R})$. The main ingredients of the proof are V. Mackevicius's approach to support theorem for diffusion processes and N.V. Krylov's $L_p$-theory of SPDEs.

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Timur Yastrzhembskiy. 2018-09-16. Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line. https://arxiv.org/abs/1809.05965

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