On a new version of the Ito's formula for the stochastic heat equation

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dc.creatorLanconelli, Alberto
dc.date2007-04-16
dc.date.accessioned2026-07-07T07:56:44Z
dc.date.available2026-07-07T07:56:44Z
dc.descriptionWe derive an Itô's-type formula for the one dimensional stochastic heat equation driven by a space-time white noise. The proof is based on elementary properties of the $\mathcal{S}$-transform and on the explicit representation of the solution process. We also discuss the relationship with other versions of this Itô's-type formula existing in literature.
dc.description10 pages
dc.identifierhttps://arxiv.org/abs/0704.2018
dc.identifierhttp://arxiv.org/abs/0704.2018
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127417
dc.subjectProbability
dc.subject60H15; 60H40
dc.titleOn a new version of the Ito's formula for the stochastic heat equation
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