On a result of C. Mueller and E. Perkins (Q1368748)

The article deals with the nonnegative solution \(u(t,x)\) to the one-dimensional stochastic partial differential equation \[ du(t,x)= \bigl(a(t,x) u''(t,x)+ b(t,x)u'(t,x) +c(t,x)u(t,x) \bigr) dt+\nu (t,x)u^\gamma (t,x)\sum^\infty_{i=1} \varphi_i (x)dw^i_t, \] where \(\{\varphi_i,\;i\geq 1\}\) is an orthonormal basis in \(L_2(R)\) consisting of bounded functions, \(\gamma \in (0,1)\) is a fixed number, \(w^i_t\), \(i=1,2,\dots\), are independent Wiener processes, the coefficients \(a,b,c, \nu\) are random. Under some conditions on the coefficients and solution \(u(t,x)\) the author proves that if \(u(0,\cdot)\) has compact support, then the same is true for \(u(t,\cdot)\) for any \(t\).