Transport equation driven by a stochastic measure
Open Access
- 6 February 2023
- journal article
- research article
- Published by VTeX in Modern Stochastics: Theory and Applications
- Vol. 10 (2), 197-209
- https://doi.org/10.15559/23-vmsta222
Abstract
Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Transport equation driven by a stochastic measure, Authors: Vadym Radchenko , The stochastic transport equation is considered where the randomness is given by a symmetric integral with respect to a stochastic measure. For a stochastic measure, only σ-additivity in probability and continuity of paths is assumed. Existence and uniqueness of a weak solution to the equation are proved.Keywords
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