Heat equation with general stochastic measure colored in time
Volume 1, Issue 2 (2014), pp. 129–138
Pub. online: 5 December 2014
Type: Research Article
Open Access
Open Access
Received
2 October 2014
2 October 2014
Revised
10 November 2014
10 November 2014
Accepted
13 November 2014
13 November 2014
Published
5 December 2014
5 December 2014
Abstract
A stochastic heat equation on $[0,T]\times \mathbb{R}$ driven by a general stochastic measure $d\mu (t)$ is investigated in this paper. For the integrator μ, we assume the σ-additivity in probability only. The existence, uniqueness, and Hölder regularity of the solution are proved.
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