The Burgers equation driven by a stochastic measure

Volume 10, Issue 3 (2023), pp. 229–246

Vadym Radchenko

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Pub. online: 21 February 2023
Type: Research Article
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.#### References

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