Heat equation and wave equation with general stochastic measures

We consider the heat equation and wave equation with constant coefficients that contain a term given by an integral with respect to a random measure. Only the condition of sigma-additivity in probability is imposed on the random measure. Solutions of these equations are presented. For each equation,...

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Datum:2008
Hauptverfasser: Radchenko, V. N., Радченко, В. Н.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2008
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/3281
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Zusammenfassung:We consider the heat equation and wave equation with constant coefficients that contain a term given by an integral with respect to a random measure. Only the condition of sigma-additivity in probability is imposed on the random measure. Solutions of these equations are presented. For each equation, we prove that its solutions coincide under certain additional conditions.