The stochastic heat equation on [0,T]×ℝ driven by a general stochastic measure is investigated. Existence and uniqueness of the solution is established. Hölder regularity of the solution in time and space variables is proved.
Department of Mathematical Analysis, Faculty of Mechanics and Mathematics, Kyiv National Taras Shevchenko University, Volodymyrska St. 64, Kyiv 01033, Ukraine