Temporal variation for fractional heat equations with additive white noise (Q737138): Difference between revisions

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Revision as of 02:06, 5 March 2024

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Temporal variation for fractional heat equations with additive white noise
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    Temporal variation for fractional heat equations with additive white noise (English)
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    8 August 2016
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    fractional heat equation
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    stochastic integral
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    Itō formula
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    quadratic covariation
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    local time
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