Averaging principle for the one-dimensional parabolic equation driven by stochastic measure

Boris Manikin
2021 Modern Stochastics: Theory and Applications  
A stochastic parabolic equation on [0, T ] × 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.
doi:10.15559/21-vmsta195 fatcat:bj3hdngiqnfdbh2a53kpbodike