On the support of solutions to the heat equation with noise 论文

1991Stochastics and stochastics reports引用 220
Advanced Mathematical Modeling in EngineeringStochastic processes and financial applicationsadvanced mathematical theories

摘要

Let be 2-parameter white noise. Let satisfy and suppose that is bounded, nonnegative, with compact support and not identically 0. We show that with probability for all . This complements results of Iscoe and Shiga, who show that for y has compact support

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