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.
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| Format: | Article |
| Language: | English |
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2024-07-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/24-VMSTA262 |
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| Summary: | 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. |
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| ISSN: | 2351-6046 2351-6054 |