The Burgers equation driven by a stochastic measure

Abstract

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.

14 pages

References in corpus (2)

• Analysis of the Rosenblatt process
• Averaging principle for the heat equation driven by a general stochastic measure