Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps (Q5933656): Difference between revisions

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Latest revision as of 21:22, 19 March 2024

scientific article; zbMATH DE number 1599646
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Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps
scientific article; zbMATH DE number 1599646

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    Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps (English)
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    24 February 2002
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    This article proves a support theorem (in the Skorokhod space) for a parabolic SPDE driven by a Gaussian white noise and an independent finite Poisson measure, digging further the stochastic analysis of discontinuous SPDE's which was recently initiated by \textit{E. Saint Loubert Bié} [Probab. Theory Relat. Fields 111, No. 2, 287-321 (1998; Zbl 0939.60064)].
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    parabolic stochatic partial differential equations
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    Poisson measure
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    white noise
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    support theorem
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