Mild solution of the heat equation with a general stochastic measure
Volume 194 / 2009
Studia Mathematica 194 (2009), 231-251
MSC: 60H15, 60G17, 60G57.
DOI: 10.4064/sm194-3-2
Abstract
The stochastic heat equation on $[0,T]\times\mathbb R$ driven by a general stochastic measure is investigated. Existence and uniqueness of the solution is established. Hölder regularity of the solution in time and space variables is proved.
