Heat equation with a general stochastic measure in a bounded domain
A stochastic heat equation on $[0,T]\times B$, where B is a bounded domain, is considered. The equation is driven by a general stochastic measure, for which only σ-additivity in probability is assumed. The existence, uniqueness and Hölder regularity of the solution are proved.
| Автор: | |
|---|---|
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
VTeX
2024-07-01
|
| Серія: | Modern Stochastics: Theory and Applications |
| Предмети: | |
| Онлайн доступ: | https://www.vmsta.org/doi/10.15559/24-VMSTA262 |