Exact variations for stochastic heat equations driven by space--time white noise

Details Exact variations for stochastic heat equations driven by space--time white noise Exact variations for stochastic heat equations driven by space--time white noise

2004-11-24

arxiv.org/abs/math/0411552v1

Mathematics

Probability

Submitted to the Stochastic Processes and their Applications

Scientific paper

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.

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