No label defined (Q4781004)

A stochastic differential equation with interaction of the form \[ d x(u,t)=\int_{R^d} a(x(u,t),x(v,t))\mu(dv) dt +\sum_{k=1}^m\int_{R^d} b_k(x(u,t), x(v,t))\mu_k(dv)\circ dw^k(t),\;t\in[0,T], \] \(x(u,0)=\varphi(u)\), is considered, where \(a\), \(b\) and \(\varphi\) are nonrandom functions, \(\mu_k\) are probability measures on \(R^d\), \(w^k\) are independent Brownian processes. It is shown that the support of the \(x(u,t)\) distribution contains the closure of the set of solutions \(x^\psi\) of the equation \[ {\partial x(u,t)\over \partial t}=\int_{R^d} a(x(u,t),x(v,t))\mu(dv)+ \sum_{k=1}^m\int_{R^d} b_k(x(u,t),x(v,t))\mu_k(dv)(\psi^k)'(t),\;t\in[0,T], \] \(x(u,0)=\varphi(u)\) for \(\psi\in C^2([0,T]; R^m)\).