Heat equation with a general stochastic measure on nested fractals

A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3.

MoreLess

Year of publication:	2012
Authors:	Radchenko, Vadym ; Zähle, Martina
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 699-704
Publisher:	Elsevier
Subject:	Stochastic measure \| Nested fractal \| Stochastic equation on fractals \| Stochastic heat equation \| Mild solution

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011040027