Integral equations with respect to a general stochastic measure

Radchenko, V.

doi:10.1090/tpms/975

Integral equations with respect to a general stochastic measure

Author: V. M. Radchenko
Translated by: S. Kvasko
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 91 (2014).
Journal: Theor. Probability and Math. Statist. 91 (2015), 169-179
MSC (2010): Primary 60H20, 60H05, 60G57
DOI: https://doi.org/10.1090/tpms/975
Published electronically: February 4, 2016
MathSciNet review: 3364132
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Abstract: An integral with respect to a general stochastic measure is defined for random functions whose trajectories belong to a Besov space. The existence and uniqueness of solutions of some stochastic equations involving such integrals are established.

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