Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Support theorem for the solution of a white noise driven parabolic SPDE with temporal Poissonian jumps

Auteur(s):

Code(s) de Classification MSC:

Résumé: We study the weak solution $X$ of a parabolic stochastic partial differential equation driven by two independant processes : a gaussian white noise, and a finite Poisson measure. We characterize the support of the law of $X$ as the closure in $\ddcc$, endowed with its Skorokhod topology, of a set of weak solutions of ordinary partial differential equations.

Mots Clés: Parabolic stochastic partial differential equations ; Support theorem ; Poisson measure ; White noise

Date: 1999-09-17

Prépublication numéro: PMA-526