Temporal variation for fractional heat equations with additive white noise (Q737138)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Temporal variation for fractional heat equations with additive white noise |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal variation for fractional heat equations with additive white noise |
scientific article |
Statements
Temporal variation for fractional heat equations with additive white noise (English)
0 references
8 August 2016
0 references
fractional heat equation
0 references
stochastic integral
0 references
Itō formula
0 references
quadratic covariation
0 references
local time
0 references
