Temporal variation for fractional heat equations with additive white noise (Q737138)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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