Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic covariations for the solution to a stochastic heat equation with space-time white noise |
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Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (English)
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28 February 2022
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fractional Brownian motion
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stochastic heat equation
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Itô formula
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quadratic covariation
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local time
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