Averaging principle for the one-dimensional parabolic equation driven by stochastic measure

被引：4
|
作者：
Manikin, Boris [1 ]
机构：
[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine
来源：
MODERN STOCHASTICS-THEORY AND APPLICATIONS | 2022年 / 9卷 / 02期
关键词：
Stochastic measure; averaging principle; mild solution; stochastic parabolic equation; HEAT-EQUATION;
D O I：
10.15559/21-VMSTA195
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A stochastic parabolic equation on [0, T] x R driven by a general stochastic measure is considered. The averaging principle for the equation is established. The convergence rate is compared with other results on related topics.
引用
收藏
页码：123 / 137
页数：15
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