On a new version of the Ito's formula for the stochastic heat equation

Details On a new version of the Ito's formula for the stochastic heat equation On a new version of the Ito's formula for the stochastic heat equation

2007-04-16

arxiv.org/abs/0704.2018v1

Mathematics

Probability

10 pages

Scientific paper

We derive an It\^o's-type formula for the one dimensional stochastic heat
equation driven by a space-time white noise. The proof is based on elementary
properties of the $\mathcal{S}$-transform and on the explicit representation of
the solution process. We also discuss the relationship with other versions of
this It\^o's-type formula existing in literature.

Affiliated with

Also associated with

No associations

Rating

On a new version of the Ito's formula for the stochastic heat equation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On a new version of the Ito's formula for the stochastic heat equation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On a new version of the Ito's formula for the stochastic heat equation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-44621