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arXiv:math/0411552 [math.PR]AbstractReferencesReviewsResources

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

Jan Pospisil, Roger Tribe

Published 2004-11-24Version 1

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.

Comments: Submitted to the Stochastic Processes and their Applications
Categories: math.PR, math.AP
Subjects: 60G15, 60H15, 60H30
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