Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm

preprint2014arXivOpen access

Abstract

A characterization of the support in Hölder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. The result is a consequence of an approximation theorem, in the convergence of probability, for a sequence of evolution equations driven by a family of regularizations of the driving noise.

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