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On a result of C. Mueller and E. Perkins
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  • Published: August 1997

On a result of C. Mueller and E. Perkins

  • N. V. Krylov1 

Probability Theory and Related Fields volume 108, pages 543–557 (1997)Cite this article

Summary.

The equation du=(au”+bu′+cu) dt+νu γ W(dx,dt) is considered for γ∈(0,1). It is proved that u(t,·) has compact support for all t≥0 if u(0,·) does. This result extends a result of C. Mueller and E. Perkins who considered the case a=1,b=c=0. The proof does not use the nonstandard analysis unlike the one by C. Mueller and E. Perkins.

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Authors and Affiliations

  1. 127 Vincent Hall, University of Minnesota, Minneapolis, MN 55455, USA email: krylov@math.umn.edu, , , , , , VC

    N. V. Krylov

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  1. N. V. Krylov
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Received: 6 September 1996 / In revised form: 12 February 1997

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Krylov, N. On a result of C. Mueller and E. Perkins. Probab Theory Relat Fields 108, 543–557 (1997). https://doi.org/10.1007/s004400050120

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  • Issue Date: August 1997

  • DOI: https://doi.org/10.1007/s004400050120

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  • Key words and phrases: Two-parameter white noise
  • solutions with compact support.
  • Mathematics Subject Classification (1991): 60H15
  • 35R60
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