Transport equation driven by a stochastic measure
The stochastic transport equation is considered where the randomness is given by a symmetric integral with respect to a stochastic measure. For a stochastic measure, only σ-additivity in probability and continuity of paths is assumed. Existence and uniqueness of a weak solution to the equation are p...
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| Format: | Article |
| Language: | English |
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VTeX
2023-02-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/23-VMSTA222 |