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Título:
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Approximation and support theorem for a wave equation in two space dimensions
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Autor/a:
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Millet, Annie; Sanz, Marta
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Otros autores:
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Universitat de Barcelona |
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Abstract:
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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. |
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Materia(s):
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-Anàlisi estocàstica
-Teoria de l'aproximació
-Equacions diferencials estocàstiques
-Stochastic analysis
-Stochastic differential equations
-Approximation theory |
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Derechos:
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(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000
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Tipo de documento:
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Artículo
Artículo - Versión publicada |
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Editor:
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Bernoulli Society for Mathematical Statistics and Probability
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