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Theory of Probability and Mathematical Statistics



Heat equation in a multidimensional domain with a general stochastic measure

I. M. Bodnarchuk, G. M. Shevchenko

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Abstract: Stochastic heat equation on [0,T]×R^d, d≥1, driven by a general stochastic measure µ(t), t∈[0,T], is studied in this paper. The existence, uniqueness, and Hölder regularity of a mild solution are proved.

Keywords: Stochastic measure, stochastic heat equation, mild solution, Hölder condition, Besov space

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