Variations of the solution to a stochastic heat equation (Q2460323)

The author studies solution to a stochastic heat equation. For a fixed point in space, the resulting time dependent function has a non-trivial quartic variation. Thus it has infinite quadratic variation and is no semi-martingale, and therefore classical Itô calculus does not apply. Motivated by heuristic ideas about possible new calculus for this process, the author studies slightly modified quadratic variations on arbitrary time intervals \([0,t]\). It is shown that these sums do converge weakly to a Brownian motion.