Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps (Q5933656)
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scientific article; zbMATH DE number 1599646
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| English | 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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0.8092387318611145
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0.7902001738548279
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0.7802791595458984
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0.7690431475639343
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