Averaging principle for the heat equation driven by a general stochastic measure

Vadym Radchenko

Statistics & Probability Letters, 2019, vol. 146, issue C, 224-230

Abstract: We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure μ, for μ we assume only σ-additivity in probability. The time averaging of the equation is considered, uniform a. s. convergence to the solution of the averaged equation is obtained.

Keywords: Averaging principle; Stochastic heat equation; Stochastic measure; Mild solution; Besov space (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.11.024

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