Solutions to Exercises
Vadym M. Radchenko · 2022
This chapter presents the solutions to the equations listed as exercises at the end of the each chapter of this book devoted to the study of Stochastic Measures (SMs). The book defines an SM as an σ-additive in probability random function defined on an σ-algebra of sets. It studies general stochastic measures. For many important classes of random processes, the book considers the general parabolic equation, heat equation, wave equation, obtain existence, uniqueness and Hölder regularity of solutions. It also studies different types of approximation of solutions, the averaging principle for the presented equations. The book is for specialists in stochastic analysis, physicists, economists and other researchers who apply stochastic models.