Asymptotic properties of the heat equation driven by stochastic measure

2026/07/24 by Vadym Radchenko
#math.PR

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Abstract

For the heat equations driven by a stochastic measure on [-L, L] with the Dirichlet boundary condition, we prove that solutions tend to the solution of the heat equations defined on \mathbb R as L→ ∞. The estimate of the convergence rate is obtained. For a stochastic measure, we assume the σ-additivity in probability only.

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