Theory of Probability and Mathematical Statistics
Approximation of the solution to the parabolic equation driven by stochastic measure
B. I. Manikin, V. M.Radchenko
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Abstract: The one-dimensional parabolic equation driven by general stochastic measure $\mu$ is considered. For $\mu$ we assume only $\sigma$-additivity in probability, coefficients of the parabolic operator of the equation do not depend on space variable. It is proved that the convergence of stochastic integrators implies the convergence of the respective solutions.
Keywords: Stochastic measure, stochastic parabolic equation, mild solution.
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