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The support of the solution to a hyperbolic SPDE
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  • Published: September 1994

The support of the solution to a hyperbolic SPDE

  • Annie Millet1 &
  • Marta Sanz-Solé2 

Probability Theory and Related Fields volume 98, pages 361–387 (1994)Cite this article

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Summary

In this paper we prove Stroock-Varadhan type theorems for the topological support of a hyperbolic stochastic partial differential equation in the α-Hölder norm, for α∈(0, 1/2). Our approach is based on absolutely continuous transformations of Ω defined using non-homogeneous approximations of the Brownian sheet.

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Author information

Authors and Affiliations

  1. Université Paris X and Laboratoire de Probabilités URA 224, Université Paris VI, 4, place Jussieu, F-75252, Paris Cedex 05, France

    Annie Millet

  2. Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007, Barcelona, Spain

    Marta Sanz-Solé

Authors
  1. Annie Millet
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  2. Marta Sanz-Solé
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Additional information

Partially supported by a grant of the DGICYT no PB 90–0452. This work has been partially done while the author was visiting the “Laboratoire de Probabilités” at Paris VI

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Millet, A., Sanz-Solé, M. The support of the solution to a hyperbolic SPDE. Probab. Th. Rel. Fields 98, 361–387 (1994). https://doi.org/10.1007/BF01192259

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  • Received: 01 February 1993

  • Revised: 10 December 1993

  • Issue Date: September 1994

  • DOI: https://doi.org/10.1007/BF01192259

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Mathematics Subject Classification

  • 60H15
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