Heat equation with general stochastic measure colored in time
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 μ, we assume the σ-additivity in probability only. The existence, uniqueness, and Hölder regularity of the solution are proved.
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
VTeX
2014-12-01
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| Col·lecció: | Modern Stochastics: Theory and Applications |
| Matèries: | |
| Accés en línia: | https://vmsta.vtex.vmt/doi/10.15559/14-VMSTA14 |
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