Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
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Publication:2573416
DOI10.1016/j.jfa.2005.02.008zbMath1084.60039OpenAlexW2090100354MaRDI QIDQ2573416
Samy Tindel, Ivan Nourdin, Mihai Gradinaru
Publication date: 22 November 2005
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2005.02.008
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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