Abstract:
We consider processes of the form $\mu(t)=\mu((0,t])$, where $\mu$ is a
$\sigma$-additive in probability stochastic set function. Convergence of
a random Fourier series to $\mu(t)$ is proved, and the approximation of
integrals with respect to $\mu$ using Fejèr sums is obtained. For this
approximation, we prove the convergence of solutions of the heat equation driven
by $\mu$.
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