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arXiv · 1503.05371

Heat equation with general stochastic measure colored in time

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.

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Vadym Radchenko. 2015-03-18. Heat equation with general stochastic measure colored in time. https://doi.org/10.15559/14-vmsta14

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