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arXiv · 1812.05137

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

Vadym Radchenko
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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.

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Vadym Radchenko. 2018-12-12. Averaging principle for the heat equation driven by a general stochastic measure. https://doi.org/10.1016/j.spl.2018.11.024

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