Heat equation with general stochastic measure colored in time

Vadym Radchenko

doi:10.15559/14-VMSTA14

Heat equation with general stochastic measure colored in time

Probability 2015-03-19 v1

Authors: Vadym Radchenko

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Abstract

A stochastic heat equation on $[0,T]\times{\mathbb{R}}$ driven by a general stochastic measure $d\mu(t)$ is investigated in this paper. For the integrator $\mu$ , we assume the $\sigma$ -additivity in probability only. The existence, uniqueness, and H\"{o}lder regularity of the solution are proved.

Keywords

heat equation

Cite

@article{arxiv.1503.05371,
  title  = {Heat equation with general stochastic measure colored in time},
  author = {Vadym Radchenko},
  journal= {arXiv preprint arXiv:1503.05371},
  year   = {2015}
}

Comments

Published at http://dx.doi.org/10.15559/14-VMSTA14 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

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