arXiv subjects
Publications and source records attributed to Vadym Radchenko.
For the heat equations driven by a stochastic measure on $[-L, L]$ with the Dirichlet boundary condition, we prove that solutions tend to the solution of the heat equations defined on ${\mathbb R}$ as $L\to \infty$. The estimate of the convergence rate is obtained. For a stochastic measure, we assume the $\sigma$-additivity in probability only.
Random functions $\mu(x)$, generated by values of stochastic measures are considered. The Besov regularity of the continuous paths of $\mu(x)$, $x\in[0,1]^d$ is proved. Fourier series expansion of $\mu(x)$, $x\in[0,2\pi]$ is obtained. These results are proved under weaker conditions than similar results in previous papers.
We study the class of one-dimensional equations driven by a stochastic measure $\mu$. For $\mu$ we assume only $\sigma$-additivity in probability. This class of equations include the Burgers equation and the heat equation. The existence and uniqueness of the solution are proved, and the averaging principle for the equation is studied.
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The existence and uniqueness of the weak solution to the equation are proved.
The integral with respect to a multidimensional stochastic measure, for which we assume only $\sigma$-additivity in probability, is studied. The continuity and differentiability of its realizations are established.
A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered. It is proved that changing the integrator by the corresponding partial sums or by Fejèr sums we obtain the approximations of mild solution of the equation.
We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $μ$, for $μ$ we assume only $σ$-additivity in probability. The time averaging of the equation is considered, uniform a. s. convergence to the solution of the averaged equation is obtained.
Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for this case, the rate of convergence to the solution of the averaged equation is estimated.
Let $\mu$ be a general stochastic measure, where we assume for $\mu$ only $\sigma$-additivity in probability and continuity of paths. We prove that the symmetric integral $\int_{[0,T]}f(\mu_t, t)\circ\,{\rm d}\mu_t$ is well defined. For stochastic equations with this integral, we obtain the existence and uniqueness of a solution.
A stochastic heat equation on $[0,T]\times{\mathbb{R}}$ driven by a general stochastic measure $dμ(t)$ is investigated in this paper. For the integrator $μ$, we assume the $σ$-additivity in probability only. The existence, uniqueness, and Hölder regularity of the solution are proved.
We prove that continuous paths of σ-additive in probability set function belong to Besov space.
A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3.
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.