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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

Cable equation with a general stochastic measure


Author: V. M. Radchenko
Translated by: O. I. Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 84 (2011).
Journal: Theor. Probability and Math. Statist. 84 (2012), 131-138
MSC (2010): Primary 60G57, 60H15, 60H05
Published electronically: August 2, 2012
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Abstract: We consider the stochastic cable equation that involves an integral with respect to a general random measure. We prove that the paths of the mild solution of the equation are Hölder continuous.


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Additional Information

V. M. Radchenko
Affiliation: Department of Mathematical Analysis, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 4E, Kiev 03127, Ukraine
Email: vradchenko@univ.kiev.ua

DOI: http://dx.doi.org/10.1090/S0094-9000-2012-00856-9
PII: S 0094-9000(2012)00856-9
Keywords: Stochastic measure, stochastic partial differential equation, stochastic cable equation, mild solution
Received by editor(s): March 17, 2011
Published electronically: August 2, 2012
Article copyright: © Copyright 2012 American Mathematical Society