Modern Stochastics: Theory and Applications (Sep 2022)

Asymptotic properties of the parabolic equation driven by stochastic measure

  • Boris Manikin

DOI
https://doi.org/10.15559/22-VMSTA213
Journal volume & issue
Vol. 9, no. 4
pp. 483 – 498

Abstract

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A stochastic parabolic equation on $[0,T]\times \mathbb{R}$ driven by a general stochastic measure, for which we assume only σ-additivity in probability, is considered. The asymptotic behavior of its solution as $t\to \infty $ is studied.

Keywords