Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
暂无分享,去创建一个
[1] L. Zambotti. A Reflected Stochastic Heat Equation as Symmetric Dynamics with Respect to the 3-d Bessel Bridge , 2001 .
[2] Robert C. Dalang,et al. Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous S.P.D.E. 's , 1999 .
[3] T. Kurtz,et al. Stochastic equations in infinite dimensions , 2006 .
[4] O. Mazet,et al. Stochastic calculus with respect to fractional Brownian motion , 2006 .
[5] S. Varadhan,et al. A probabilistic approach to , 1974 .
[6] Miss A.O. Penney. (b) , 1974, The New Yale Book of Quotations.
[8] D. Nualart,et al. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12) , 2005 .
[9] Robert C. Dalang,et al. EXTENDING MARTINGALE MEASURE STOCHASTIC INTEGRAL WITH APPLICATIONS TO SPATIALLY HOMOGENEOUS S.P.D.E’S , 1999 .
[10] D. Stroock. HOMOGENEOUS CHAOS REVISITED , 2022 .
[11] D. Nualart,et al. Smoothness of Brownian local times and related functionals , 1992 .
[12] S. Cerrai. Second Order Pde's in Finite and Infinite Dimension: A Probabilistic Approach , 2001 .
[13] D. Nualart,et al. Tanaka formula for the fractional Brownian motion , 2001 .
[14] M. Vandenberg. Gaussian bounds for the Dirichlet heat kernel , 1990 .
[15] D. Nualart. The Malliavin Calculus and Related Topics , 1995 .
[16] D. Nualart,et al. Some Processes Associated with Fractional Bessel Processes , 2004, math/0402019.
[17] Jorge A. León,et al. Stochastic evolution equations with random generators , 1998 .
[18] René Carmona,et al. Stochastic Partial Differential Equations: Six Perspectives , 1998 .
[19] F. Viens,et al. Ito Formula and Local Time for the Fractional Brownian Sheet , 2003 .