Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps
Fournier, Nicolas
Bernoulli, Tome 7 (2001) no. 6, p. 165-190 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We study the weak solution X of a parabolic stochastic partial differential equation driven by two independent processes: a Gaussian white noise and a finite Poisson measure. We characterize the support of the law of X as the closure in \mathbb{D}≤ft( [0,T], \mathbb{C}([0,1])\right), endowed with its Skorokhod topology, of a set of weak solutions of ordinary partial differential equations.
Publié le : 2001-02-14
Classification:  parabolic stochastic partial differential equations,  Poisson measure,  support theorem,  white noise 
@article{1080572344,
     author = {Fournier, Nicolas},
     title = {Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps},
     journal = {Bernoulli},
     volume = {7},
     number = {6},
     year = {2001},
     pages = { 165-190},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1080572344}
}

Fournier, Nicolas. Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps. Bernoulli, Tome 7 (2001) no. 6, pp.  165-190. http://gdmltest.u-ga.fr/item/1080572344/