We study a stochastic parabolic differential equation generated by a general stochastic measure. The existence, uniqueness, and Hölder regularity of the mild solution are established.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 69, No. 1, pp. 3–16, January, 2017.
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Bodnarchuk, I.M. Regularity of the Mild Solution of a Parabolic Equation with Stochastic Measure. Ukr Math J 69, 1–18 (2017). https://doi.org/10.1007/s11253-017-1344-4
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DOI: https://doi.org/10.1007/s11253-017-1344-4