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Heat equation with a general stochastic measure in a bounded domain
Volume 12, Issue 1 (2025), pp. 61–82
Boris Manikin ORCID icon link to view author Boris Manikin details  

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https://doi.org/10.15559/24-VMSTA262
Pub. online: 12 July 2024      Type: Research Article      Open accessOpen Access

Received
21 February 2024
Revised
2 July 2024
Accepted
3 July 2024
Published
12 July 2024

Abstract

A stochastic heat equation on $[0,T]\times B$, where B is a bounded domain, is considered. The equation is driven by a general stochastic measure, for which only σ-additivity in probability is assumed. The existence, uniqueness and Hölder regularity of the solution are proved.

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Keywords
Heat equation mild solution stochastic measure Hölder regularity

MSC2010
60H15 60G57 60G17

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