Heat equation with general stochastic measure colored in time

Abstract

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 $\mu$, we assume the $\sigma$-additivity in probability only. The existence, uniqueness, and Hölder regularity of the solution are proved.

Published at http://dx.doi.org/10.15559/14-VMSTA14 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

References in corpus (1)

• Heat equation with a general stochastic measure on nested fractals