Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
From MaRDI portal
Publication:1897180
DOI10.1214/aop/1176988383zbMath0835.60053OpenAlexW2003204684MaRDI QIDQ1897180
Vlad Bally, Annie Millet, Marta Sanz-Solé
Publication date: 26 March 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988383
Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (73)
Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields ⋮ Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case ⋮ Relatively compact families of functionals on abstract Wiener space and applications ⋮ A Wong-Zakai theorem for SDEs with singular drift ⋮ Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations ⋮ Support theorem for a singular SPDE: the case of gPAM ⋮ Transportation inequalities for stochastic heat equations ⋮ Hitting properties of parabolic s.p.d.e.'s with reflection. ⋮ Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise ⋮ Unnamed Item ⋮ Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls ⋮ Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations ⋮ Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching ⋮ A support theorem for 3d-stochastic wave equations in Hölder norm with some general noises ⋮ Hölder continuity of solutions of SPDEs with reflection ⋮ Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains ⋮ Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs ⋮ Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains ⋮ Conjugate dynamics on center-manifolds for stochastic partial differential equations ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation ⋮ Singular limits for stochastic equations ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Normal approximation of the solution to the stochastic heat equation with Lévy noise ⋮ Local times for systems of non-linear stochastic heat equations ⋮ A Wong-Zakai approximation for random invariant manifolds ⋮ A Wong-Zakai theorem for stochastic PDEs ⋮ Existence of periodic solutions in distribution for stochastic Newtonian systems ⋮ Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations ⋮ Absolute continuity for some one-dimensional processes ⋮ Stochastic heat equation and martingale differences ⋮ Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations ⋮ The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations ⋮ Wong–Zakai approximations with convergence rate for stochastic partial differential equations ⋮ On the density of the supremum of the solution to the linear stochastic heat equation ⋮ Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line ⋮ Uniform large deviations for parabolic SPDEs and applications ⋮ Stochastic partial differential equations driven by space-time fractional noises ⋮ Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm ⋮ Approximating the coefficients in semilinear stochastic partial differential equations ⋮ Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise ⋮ Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET ⋮ REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE ⋮ Moderate deviations for a stochastic heat equation with spatially correlated noise ⋮ On the Cauchy problem for stochastic parabolic equations in Hölder spaces ⋮ Quasi-sure limit theorem of parabolic stochastic partial differential equations ⋮ Moderate deviations for stochastic heat equation with rough dependence in Space ⋮ An approximation result for a quasi-linear stochastic heat equation ⋮ Stochastic Two-Dimensional Hydrodynamical Systems: Wong-Zakai Approximation and Support Theorem ⋮ Approximation for random stable manifolds under multiplicative correlated noises ⋮ Moderate deviations for stochastic fractional heat equation driven by fractional noise ⋮ Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise ⋮ Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients ⋮ Large deviation principle for a space-time fractional stochastic heat equation with fractional noise ⋮ Support characterization for regular path-dependent stochastic Volterra integral equations ⋮ Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space ⋮ Wong–Zakai approximations and long term behavior of stochastic FitzHugh–Nagumo system ⋮ Wong–Zakai approximations and attractors for stochastic degenerate parabolic equations on unbounded domains ⋮ Small ball probabilities and a support theorem for the stochastic heat equation ⋮ On the support of solutions to stochastic differential equations with path-dependent coefficients ⋮ Approximating Stochastic Evolution Equations with Additive White and Rough Noises ⋮ Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs ⋮ Moderate deviations for a class of semilinear SPDE with fractional noises ⋮ Wong-Zakai approximations and long term behavior of stochastic partial differential equations ⋮ WEAK CONVERGENCE FOR QUASILINEAR STOCHASTIC HEAT EQUATION DRIVEN BY A FRACTIONAL NOISE WITH HURST PARAMETER H ∈ (½, 1) ⋮ Path properties of the solution to the stochastic heat equation with Lévy noise ⋮ Cable equation with a general stochastic measure ⋮ Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations ⋮ Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions ⋮ The support of singular stochastic partial differential equations ⋮ Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
This page was built for publication: Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
