Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure
Анотація
Stochastic parabolic equation driven by a $\sigma$-finite stochastic measure in the interval $[0,T]\times \mathbb {R}$ is studied. The only condition imposed on the stochastic integrator is its $\sigma$-additivity in probability on bounded Borel sets. The existence, uniqueness, and Hölder continuity of a mild solution are proved. These results generalize those known earlier for usual stochastic measures.
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