Theory of Probability and Mathematical Statistics
Approximation of solution of the cable equation driven by a stochastic measure
B. I. Manikin, V. M. Radchenko
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Abstract: The cable equation driven by a general stochastic measure is studied. We prove that convergence of the sequence of stochastic integrators implies the convergence of the sequence of solutions. Fourier series approximation of integrator is also considered.
Keywords: Stochastic measure, stochastic cable equation, mild solution
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