Integral equations with respect to a general stochastic measure

An integral with respect to a general stochastic measure is defined for random functions whose trajectories belong to a Besov space. The existence and uniqueness of solutions of some stochastic equations involving such integrals are established.

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Bibliographic Details
Published in:Theory of probability and mathematical statistics 2015, Vol.91, p.169-179
Main Author: Radchenko, V. M.
Format: Article
Language:English
Online Access:Get full text
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Description
Summary:An integral with respect to a general stochastic measure is defined for random functions whose trajectories belong to a Besov space. The existence and uniqueness of solutions of some stochastic equations involving such integrals are established.
ISSN:0094-9000
1547-7363
DOI:10.1090/tpms/975