Heat equation with general stochastic measure colored in time

DOI10.15559/14-VMSTA14MaRDI QIDQ341085zbMATH OpenFDO

Authors V. Radchenko

Publication date 16 November 2016

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.05371

zbMATH Keywords

stochastic heat equationBesov spacemild solutionstochastic measureHölder regularity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Sample path properties (60G17)

Abstract: A stochastic heat equation on $[0,T]imesmathbbR$ driven by a general stochastic measure $dmu(t)$ is investigated in this paper. For the integrator $mu$, we assume the $sigma$-additivity in probability only. The existence, uniqueness, and H"{o}lder regularity of the solution are proved.

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Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
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• Analysis of variations for self-similar processes. A stochastic calculus approach
• Heat equation with a general stochastic measure on nested fractals
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• Mild solution of the heat equation with a general stochastic measure
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• Stochastic partial differential equations driven by general stochastic measures

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(16)

• Averaging principle for the heat equation driven by a general stochastic measure
• Heat equation in a multidimensional domain with a general stochastic measure
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• Mild solution of the heat equation with a general stochastic measure
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• On stochastic heat equation with measure initial data
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• A skew stochastic heat equation
• Existence of the solution of Neumann problem for the heat-conduction equation with general stochastic measure
• Heat equation and wave equation with general stochastic measures
• Wave equation in the plane driven by a general stochastic measure
• Heat equation with a general stochastic measure on nested fractals
• On the uniqueness of solution of the Cauchy problem for a heat equation with general stochastic measure
• Regularity of the mild solution of a parabolic equation with stochastic measure
• Stochastic partial differential equations driven by general stochastic measures
• Mild solution of the parabolic equation driven by a \(\sigma \)-finite stochastic measure

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