Properties of integrals with respect to a general stochastic measure in a stochastic heat equation
Анотація
We prove a theorem on the continuity with respect to a parameter and an analogue of Fubiniâs theorem for integrals with respect to a general stochastic measure defined on Borel subsets of $\mathbb {R}$. These results are applied to study the stochastic heat equation considered in a mild as well as in a weak form.
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