Theory of Probability and Mathematical Statistics
Integral equations with respect to a general stochastic measure
V. M. Radchenko
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Abstract: An integral with respect to a general stochastic measure is defined for random functions whose trajectories belong to a Besov space. The existence and uniqueness of solutions of some stochastic equations involving such integrals are established.
Keywords: Stochastic measure, stochastic integral, stochastic differential equation, Besov space
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