A support theorem for a generalized burgers SPDE

Citation
C. Cardon-weber et A. Millet, A support theorem for a generalized burgers SPDE, POTENT ANAL, 15(4), 2001, pp. 361-408
Citations number
12
Categorie Soggetti
Mathematics
Journal title
POTENTIAL ANALYSIS
ISSN journal
09262601 → ACNP
Volume
15
Issue
4
Year of publication
2001
Pages
361 - 408
Database
ISI
SICI code
0926-2601(2001)15:4<361:ASTFAG>2.0.ZU;2-#
Abstract
When the initial condition u(0) to a parabolic Burgers SPDE (containing a q uadratic term) belongs to L-q[0,1],2 less than or equal toq less than or eq ual to infinity, the trajectories of the solution u(t,x) a.s. belong to the space C([0,T],L-q[0,1]). We characterize the support of the law of u in th is space; the proof is based on an approximation of u by a sequence of stoc hastic processes obtained by replacing the Brownian sheet by linear adapted interpolations.