Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
Tóm tắt
We prove a Stroock–Varadhan’s type support theorem for a stochastic partial differential equation 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. Mackevičius’s approach to support theorem for diffusion processes and N.V. Krylov’s
$$L_p$$
-theory of SPDEs.
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