Project

# Equations driven by general stochastic measures

Goal: For general stochastic measures, we assume only sigma-addivivity in probability on sigma-algebra. Equations with such stochastic integrator are studied.

0 new
0
Recommendations

0 new
0
Followers

0 new
3

0 new
15

## Project log

We prove a theorem on the continuity with respect to a parameter and an analogue of Fubini's theorem for integrals with respect to a general stochastic measure defined on Borel subsets of $\mathbb{R}$. These results are applied to study the stochastic heat equation considered in a mild as well as in a weak form.