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

DOI:
https://doi.org/10.1090/S0094-9000-2012-00856-9

Published electronically:
August 2, 2012

MathSciNet review:
2857423

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Abstract | References | Similar Articles | Additional Information

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:
https://doi.org/10.1090/S0094-9000-2012-00856-9

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