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

页码：123 / 137

页数：15

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