Quadratic covariations for the solution to a stochastic heat equation with space-time white noise
Abstract Let u ( t , x ) $u(t,x)$ be the solution to a stochastic heat equation ∂ ∂ t u = 1 2 ∂ 2 ∂ x 2 u + ∂ 2 ∂ t ∂ x X ( t , x ) , t ≥ 0 , x ∈ R $$ \frac{\partial }{\partial t}u=\frac{1}{2} \frac{\partial ^{2}}{\partial x^{2}}u+ \frac{\partial ^{2}}{\partial t\,\partial x}X(t,x),\quad t\geq 0, x\...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2020-05-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-020-02707-9 |