Theory of Probability and Mathematical Statistics
Boundary-value problem for a parabolic equation with a general stochastic measure
Boris Manikin
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Abstract: A boundary-value problem for a parabolic equation driven by a stochastic measure μ, for which only its σ-additivity is assumed, is studied. The Hölder continuity of the solution of the equation is proved.
Keywords: Stochastic measure, mild solution, Hölder regularity
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