On the support of solutions to the heat equation with noise
- 1 December 1991
- journal article
- research article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 37 (4) , 225-245
- https://doi.org/10.1080/17442509108833738
Abstract
Let be 2-parameter white noise. Let satisfy and suppose that is bounded, nonnegative, with compact support and not identically 0. We show that with probability for all . This complements results of Iscoe and Shiga, who show that for y has compact supportKeywords
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