Temporal variation for fractional heat equations with additive white noise (Q737138)

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scientific article; zbMATH DE number 6609968
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    Temporal variation for fractional heat equations with additive white noise
    scientific article; zbMATH DE number 6609968

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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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