Approximation and support theorem for a wave equation in two space dimensions
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
18/04/2012
|
| Resumo |
We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Bernoulli Society for Mathematical Statistics and Probability |
| Direitos |
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Anàlisi estocàstica #Teoria de l'aproximació #Equacions diferencials estocàstiques #Stochastic analysis #Stochastic differential equations #Approximation theory |
| Tipo |
info:eu-repo/semantics/article |
