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Let \\(w(t)\\), \\(t\\in [0,T]\\), be a \\(K\\)-valued Wiener process with nuclear covariance operator \\(J\\). It is known that there are real-valued independent Wiener processes \\(\\{w^j(t)\\}^\\infty_{j=1}\\) on \\([0,T]\\) such that \\(w(t)= \\sum^\\infty_{j= 1} w^j(t)k_j\\) almost everywhere. Let define \\(w_{(n)}(t)= \\sum^\\infty_{j=1} w^j_{(n)} (t)k_j\\) with \\(w^j_{(n)} (t)= \\int^{1/n}_0 w^j(t-s) p_{1/n} (s)ds\\) for \\(j=1,2, \\dots,\\;p_{1/n} (s)= np(ns)\\), \\(s\\in [0, 1/n]\\), where \\(p\\) is a nonnegative \\(C^\\infty\\)-function with support in \\([0,1]\\) and such that \\(\\int^1_0 p(s)ds=1\\). Let us consider the equations \\[ du_{(n)} (t)+A \\bigl(t,u_{(n)} (t)\\bigr) dt+B \\bigl(t,u_{(n)} (t)\\bigr) dw_{(n)} (t)= f\\bigl(t,w_{(n)} (t)\\bigr)dt, \\quad u(0) =u_0, \\] \\[ d \\widetilde u (t)+ A\\bigl(t, \\widetilde u(t)\\bigr) dt+B \\bigl(t, \\widetilde u(t)\\bigr) dw(t)+ {1\\over 2} Idt=f \\bigl(t, w(t) \\bigr) dt, \\quad \\widetilde u(0) =u_0, \\tag{1} \\] where \\(I=t \\widetilde r(JDB(t, \\widetilde u(t)) B(t, \\widetilde u(t)))\\) is some correction term. The author proves that under some conditions on the operators \\(A,B\\) and on the function \\(f\\) we have \\[ \\lim_{n\\to\\infty} P\\biggl( \\sup_{0\\leq t\\leq T} \\bigl|u_{(n)} (t)- \\widetilde u(t)\\bigr|_H> \\varepsilon\\biggr) =0 \\quad \\text{for every } \\varepsilon>0. \\] Using this result the author proves the support theorem for equation (1) and for the stochastic Navier-Stokes equation. For the entire collection see [Zbl 0870.00040].","type":"string"},"datatype":"string"},"type":"statement","id":"Q4357572$013C27A5-FA82-475E-B421-A14F6EE51EF6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On support theorems for stochastic nonlinear partial differential equations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_support_theorems_for_stochastic_nonlinear_partial_differential_equations"}}}}}