The Burgers equation driven by a stochastic measure
Volume 10, Issue 3 (2023), pp. 229–246
Pub. online: 21 February 2023
Type: Research Article
Open Access
Open Access
Received
8 November 2022
8 November 2022
Revised
17 January 2023
17 January 2023
Accepted
8 February 2023
8 February 2023
Published
21 February 2023
21 February 2023
Abstract
The class of one-dimensional equations driven by a stochastic measure μ is studied. For μ only σ-additivity in probability is assumed. This class of equations includes the Burgers equation and the heat equation. The existence and uniqueness of the solution are proved, and the averaging principle for the equation is studied.
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