On stochastic heat equation with measure initial data

2016/12/14 by Jingyu Huang, Huang, Jingyu
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1612.04763

openalex publication_date 2016/12/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The aim of this short note is to obtain the existence, uniqueness and moment upper bounds of the solution to a stochastic heat equation with measure initial data, without using the iteration method in Chen and Dalang(2015), Chen and Kim(2016).

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