An Itô type formula for the additive stochastic heat equation
From MaRDI portal
Publication:2285795
DOI10.1214/19-EJP404zbMath1471.60095arXiv1803.01744OpenAlexW2999889918MaRDI QIDQ2285795
Publication date: 9 January 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.01744
Heat equation (35K05) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Bessel SPDEs and renormalised local times ⋮ Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation ⋮ Quasilinear rough partial differential equations with transport noise ⋮ An Itô formula for rough partial differential equations and some applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A theory of regularity structures
- Weighted inequalities and degenerate elliptic partial differential equations
- A Wong-Zakai theorem for stochastic PDEs
- Central limit theorems for multiple Skorokhod integrals
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
- Occupation densities
- Stochastic integrals in the plane
- Forward, backward and symmetric stochastic integration
- Schauder estimates by scaling
- Singular SPDEs in domains with boundaries
- Algebraic renormalisation of regularity structures
- Hitting properties of a random string
- Generalized integration and stochastic ODEs
- Renormalisation of stochastic partial differential equations
- Recursive formulae in regularity structures
- Introduction to regularity structures
- Variations of the solution to a stochastic heat equation
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
- Renormalising SPDEs in regularity structures
- Random motion of strings and related stochastic evolution equations
- On a new version of the Ito's formula for the stochastic heat equation
- Generalized multiple stochastic integrals and the representation of wiener functionals
- Stochastic Equations in Infinite Dimensions
- A regularity structure for rough volatility
- Regularity structures and the dynamical $\Phi^4_3$ model