The support of the solution to a hyperbolic SPDE |
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| Authors: | Annie Millet Marta Sanz-Solé |
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| Institution: | (1) Université Paris X and Laboratoire de Probabilités URA 224, Université Paris VI, 4, place Jussieu, F-75252 Paris Cedex 05, France;(2) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007 Barcelona, Spain |
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| Abstract: | Summary In this paper we prove Stroock-Varadhan type theorems for the topological support of a hyperbolic stochastic partial differential equation in the  -Hölder norm, for  (0, 1/2). Our approach is based on absolutely continuous transformations of  defined using non-homogeneous approximations of the Brownian sheet.Partially supported by a grant of the DGICYT no PB 90–0452. This work has been partially done while the author was visiting the  Laboratoire de Probabilités at Paris VI |
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| Keywords: | 60H15 |
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