Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line-Reference-Cited by-同舟云学术

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

Published:2019-09-18 Issue:3 Volume:8 Page:509-543
ISSN:2194-0401
Container-title:Stochastics and Partial Differential Equations: Analysis and Computations
language:en
Short-container-title:Stoch PDE: Anal Comp

Author:

Yastrzhembskiy Timur^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s40072-019-00152-8.pdf

Reference21 articles.

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2. Cardon-Weber, C., Millet, A.: A support theorem for a generalized Burgers SPDE. Potential Anal. 15(4), 361–408 (2001)

3. Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and Its Applications, vol. 152, 2nd edn. Cambridge University Press, Cambridge (2014)

4. Gyöngy, I.: On the approximation of stochastic differential equations. Stochastics 23(3), 331–352 (1988)

5. Gyöngy, I.: The stability of stochastic partial differential equations. II. Stoch. Rep. 27(3), 189–233 (1989)

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