Averaging principle for the heat equation driven by a general stochastic measure

Vadym Radchenko

doi:10.1016/j.spl.2018.11.024

Averaging principle for the heat equation driven by a general stochastic measure

Probability 2018-12-14 v1

Authors: Vadym Radchenko

View on arXiv ↗ PDF ↗ DOI ↗

Abstract

We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $\mu$ , for $\mu$ we assume only $\sigma$ -additivity in probability. The time averaging of the equation is considered, uniform a. s. convergence to the solution of the averaged equation is obtained.

Keywords

averaging principle stochastic heat equation general stochastic measure mild solution time averaging uniform convergence

Cite

@article{arxiv.1812.05137,
  title  = {Averaging principle for the heat equation driven by a general stochastic measure},
  author = {Vadym Radchenko},
  journal= {arXiv preprint arXiv:1812.05137},
  year   = {2018}
}

Related papers

View all related →