The stability of stochastic partial differential equations and applications. Theorems on supports View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1989

AUTHORS

I. Gyöngy

ABSTRACT

In this paper we present a general result on the stability of stochastic evolution equations and of stochastic partial differential equations with respect to the simultaneous perturbations of the driving semimartingales and of the unbounded operators in the equations, in the topology of uniform convergence on finite time intervals in probability. Hence we obtain theorems on supports for stochastic evolution equations and stochastic partial differential equations. These results are generalizations of the Stroock-Varadhan support theorem of diffusion processes. As applications, we prove theorems on supports for the nonlinear filter in the filtering theory of diffusion processes. More... »

PAGES

91-118

Book

TITLE

Stochastic Partial Differential Equations and Applications II

ISBN

978-3-540-51510-4
978-3-540-48200-0

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bfb0083939

DOI

http://dx.doi.org/10.1007/bfb0083939

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1043315897


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