Theory of Probability and Mathematical Statistics
Approximation of solutions of wave equation driven by stochastic measures
V. M. Radchenko, N. O. Stefans’ka
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Abstract: The mild solution to the wave equation driven by a general stochastic measure is considered. The theorem on the convergence of solutions of this equation under condition of convergence of paths of stochastic measures is proved.
Keywords: Stochastic measure, stochastic wave equation, mild solution, Fourier–Haar series.
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