Heat equation with general stochastic measure colored in time

DOI10.15559/14-VMSTA14zbMATH Open1349.60111arXiv1503.05371MaRDI QIDQ341085FDOQ341085

Authors: V. Radchenko 

Publication date: 16 November 2016

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

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.

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

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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)

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Cited In (16)

• Averaging principle for the heat equation driven by a general stochastic measure
• Heat equation in a multidimensional domain with a general stochastic measure
• Properties of integrals with respect to a general stochastic measure in a stochastic heat equation
• Mild solution of the heat equation with a general stochastic measure
• Sticky-reflected stochastic heat equation driven by colored noise
• On stochastic heat equation with measure initial data
• Wave equation with a stochastic measure
• 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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