A REMARK ON THE RENORMALIZED SQUARE OF THE SOLUTION OF THE STOCHASTIC HEAT EQUATION AND ON ITS ASSOCIATED EVOLUTION

DOI10.1142/S0219025709003811zbMath1176.60052MaRDI QIDQ3643570

Alberto Lanconelli

Publication date: 9 November 2009

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

stochastic heat equationsecond quantization operatorWick renormalizationWick chain rule

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

On stochastic differential equations driven by the renormalized square of the Gaussian white noise ⋮ A mild Itô formula for SPDEs ⋮ Quadratic covariations for the solution to a stochastic heat equation with space-time white noise

Cites Work

• White noise calculus and Fock space
• A review of white noise analysis from a probabilistic standpoint
• Wick product and backward heat equation
• Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case

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