Exact variations for stochastic heat equations driven by space--time white noise
Probability
2018-08-21 v1 Analysis of PDEs
Abstract
This paper calculates the exact quadratic variation in space and quartic variation in time for the solutions to a one dimensional stochastic heat equation driven by a multiplicative space-time white noise.
Cite
@article{arxiv.math/0411552,
title = {Exact variations for stochastic heat equations driven by space--time white noise},
author = {Jan Pospisil and Roger Tribe},
journal= {arXiv preprint arXiv:math/0411552},
year = {2018}
}
Comments
Submitted to the Stochastic Processes and their Applications