Riemann integral of a random function and the parabolic equation with a general stochastic measure

Radchenko, V.

doi:10.1090/S0094-9000-2014-00912-6

Riemann integral of a random function and the parabolic equation with a general stochastic measure

Author: V. Radchenko
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 87 (2012).
Journal: Theor. Probability and Math. Statist. 87 (2013), 185-198
MSC (2000): Primary 60H05, 60H15
DOI: https://doi.org/10.1090/S0094-9000-2014-00912-6
Published electronically: March 21, 2014
MathSciNet review: 3241455
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Abstract | References | Similar Articles | Additional Information

Abstract: For a stochastic parabolic equation driven by a general stochastic measure, the weak solution is obtained. The integral of a random function in the equation is considered as a limit in probability of Riemann integral sums. Basic properties of such integrals are studied in this paper.

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