Riemann integral of a random function and the parabolic equation with a general stochastic measure
Probability
2016-06-21 v1
Abstract
For stochastic parabolic equation driven by a general stochastic measure, the weak solution is obtained. The integral of a random function in the equation is considered as a limit in probability of Riemann integral sums. Basic properties of such integrals are studied in the paper.
Keywords
Cite
@article{arxiv.1201.1792,
title = {Riemann integral of a random function and the parabolic equation with a general stochastic measure},
author = {Vadym Radchenko},
journal= {arXiv preprint arXiv:1201.1792},
year = {2016}
}
Comments
12 pages