Dynkin's isomorphism theorem and the stochastic heat equation

DOI10.1007/s11118-010-9193-xzbMath1210.60083arXiv0907.1316OpenAlexW2082205584MaRDI QIDQ2430762

Mohammud Foondun, Nathalie Eisenbaum, Davar Khoshnevisan

Publication date: 8 April 2011

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.1316

zbMATH Keywords

stochastic heat equationlocal timesDynkin's isomorphism theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

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On the stochastic heat equation with spatially-colored random forcing ⋮ Cable equation with a general stochastic measure ⋮ Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups

Cites Work

• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Potential theory for hyperbolic SPDEs.
• A local-time correspondence for stochastic partial differential equations
• Multiparameter Processes
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
• Markov Processes, Gaussian Processes, and Local Times
• Stochastic Equations in Infinite Dimensions
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