Home » Authors » Mihai Gradinaru, Ivan Nourdin, Samy Tindel

Mihai Gradinaru, Ivan Nourdin, Samy Tindel

Public reference bibliography and cataloged PDF materials authored or published by Mihai Gradinaru, Ivan Nourdin, Samy Tindel.

Found 1 document(s) Page 1 of 1

Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case

Year: 2005 • Source: hal.science • Listed PDF

In this paper, we consider the linear stochastic heat equation with additive noise in dimension one. Then, using the representation of its solution X as a stochastic convolution of the cylindrical Brownian motion with re...