Support Theorem for Random Evolution Equations in Hölderian Norm
J. H. Andriatahina *
Mathematics and Informatica, Sciences and Technology Domain, Antananarivo University, B.P. 906, Ankatso 101, Antananarivo, Madagascar.
R. N. B. Rakotoarisoa
Mathematics and Informatica, Sciences and Technology Domain, Antananarivo University, B.P. 906, Ankatso 101, Antananarivo, Madagascar.
T. J. Rabeherimanana
Mathematics and Informatica, Sciences and Technology Domain, Antananarivo University, B.P. 906, Ankatso 101, Antananarivo, Madagascar.
*Author to whom correspondence should be addressed.
Abstract
In this paper, we purpose to prove the support theorem of the random evolution equation 
where 
is the solution of (E) considered as which a random-variable to value in 
The coefficients σ and b satisfied Lipschitz condition and linear growth and depend to
and W is a d-dimensional brownian motion. For this, we use the method of approximations of the solution of random evolution equations and extend the results well-known of diffusion processes.
Keywords: Approximation, Random evolution equations, Support theorem, hölderian norm