Heat equation with a general stochastic measure in a bounded domain
Boris Manikin · Modern Stochastics Theory and Applications · 2024
A stochastic heat equation on $[0,T]\times B$, where B is a bounded domain, is considered. The equation is driven by a general stochastic measure, for which only σ-additivity in probability is assumed. The existence, uniqueness and Hölder regularity of the solution are proved.