Averaging principle for the one-dimensional parabolic equation driven by stochastic measure
Volume 9, Issue 2 (2022), pp. 123–137
Pub. online: 10 January 2022
Type: Research Article
Open Access
Open Access
Received
2 June 2021
2 June 2021
Revised
27 November 2021
27 November 2021
Accepted
27 November 2021
27 November 2021
Published
10 January 2022
10 January 2022
Abstract
A stochastic parabolic equation on $[0,T]\times \mathbb{R}$ driven by a general stochastic measure is considered. The averaging principle for the equation is established. The convergence rate is compared with other results on related topics.
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