Heat equation in a multidimensional domain with a general stochastic measure

Heat equation in a multidimensional domain with a general stochastic measure

Stochastic heat equation on [0,T]\times \mathbb{R}^d, d\ge 1, driven by a general stochastic measure \mu (t), t\in [0,T], is studied in this paper. The existence, uniqueness, and Hölder regularity of a mild solution are proved.

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Veröffentlicht in:Theory of probability and mathematical statistics 2016, Vol.93, p.1-17
Hauptverfasser: Bodnarchuk, I. M., Shevchenko, G. M.
Format: Artikel
Sprache:eng
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Zusammenfassung:Stochastic heat equation on [0,T]\times \mathbb{R}^d, d\ge 1, driven by a general stochastic measure \mu (t), t\in [0,T], is studied in this paper. The existence, uniqueness, and Hölder regularity of a mild solution are proved.
ISSN:0094-9000
1547-7363
DOI:10.1090/tpms/991