Heat Equation In A Multidimensional Domain With A General Stochastic Measure
Year:
2016Published in:
Theory of Probability and Mathematical StatisticsStochastic heat equation on [0,T]×R^d, d≥1, driven by a general stochastic measure µ(t), t∈[0,T], is studied in this paper. The existence, uniqueness, and Hölder regularity of a mild solution are proved.
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