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arXiv · 1201.1792

Riemann integral of a random function and the parabolic equation with a general stochastic measure

Vadym Radchenko
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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.

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Vadym Radchenko. 2012-01-09. Riemann integral of a random function and the parabolic equation with a general stochastic measure. https://arxiv.org/abs/1201.1792

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