Heat equation in a multidimensional domain with a general stochastic measure
Анотація
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.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · advanced mathematical theories
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · advanced mathematical theories
The wave equation in the three-dimensional space driven by a general stochastic measure
Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · advanced mathematical theories
Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · advanced mathematical theories
Properties of integrals with respect to a general stochastic measure in a stochastic heat equation
Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · advanced mathematical theories
Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure
Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · advanced mathematical theories