Approximation of the solution to the parabolic equation driven by stochastic measure

Анотація

The one-dimensional parabolic equation driven by general stochastic measure <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="mu"> <mml:semantics> <mml:mi> μ </mml:mi> <mml:annotation encoding="application/x-tex">\mu</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is considered. For <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="mu"> <mml:semantics> <mml:mi> μ </mml:mi> <mml:annotation encoding="application/x-tex">\mu</mml:annotation> </mml:semantics> </mml:math> </inline-formula> we assume only <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="sigma"> <mml:semantics> <mml:mi> σ </mml:mi> <mml:annotation encoding="application/x-tex">\sigma</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -additivity in probability, coefficients of the parabolic operator of the equation do not depend on space variable. It is proved that the convergence of stochastic integrators implies the convergence of the respective solutions.

Класифікація

Ідентифікатори

Схожі роботи