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