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Heat equation with a general stochastic measure on nested fractals

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  • Radchenko, Vadym
  • Zähle, Martina

Abstract

A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3.

Suggested Citation

  • Radchenko, Vadym & Zähle, Martina, 2012. "Heat equation with a general stochastic measure on nested fractals," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 699-704.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:3:p:699-704
    DOI: 10.1016/j.spl.2011.12.013
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    References listed on IDEAS

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    1. Krebs, William B., 1991. "A diffusion defined on a fractal state space," Stochastic Processes and their Applications, Elsevier, vol. 37(2), pages 199-212, April.
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