An Itô type formula for the additive stochastic heat equation (Q2285795)
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| Language | Label | Description | Also known as |
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| English | An Itô type formula for the additive stochastic heat equation |
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An Itô type formula for the additive stochastic heat equation (English)
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9 January 2020
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This paper develops an Itô's formula for the solution \(u\) of the one-dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions and zero initial value (see Theorem 1.1). The main methods are based on the regularity structure and an approximating argument (called the Wong-Zakai approximation).
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stochastic partial differential equations
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Itô formula
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Malliavin calculus
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regularity structures
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