Fourier Series Expansion of Stochastic Measures

DOI10.1137/S0040585X97T989064zbMath1414.60037OpenAlexW2898361878WikidataQ129048628 ScholiaQ129048628MaRDI QIDQ4961779

Vadym M. Radchenko

Publication date: 25 October 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989064

zbMATH Keywords

stochastic heat equationmild solutionstochastic integralrandom Fourier seriesstochastic measure

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Vector-valued measures and integration (46G10)

Related Items (2)

Approximation of the solution to the parabolic equation driven by stochastic measure ⋮ Approximation of solutions of the stochastic wave equation by using the Fourier series

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