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Exact variations for stochastic heat equations driven by space--time white noise

Jan Pospisil·Roger Tribe
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Abstract

This paper calculates the exact quadratic variation in space and quartic variation in time for the solutions to a one dimensional stochastic heat equation driven by a multiplicative space-time white noise.

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Jan Pospisil, Roger Tribe. 2004-11-24. Exact variations for stochastic heat equations driven by space--time white noise. https://doi.org/10.1080/07362990701282849

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