arXiv subjects

Alberto Lanconelli

Publications and source records attributed to Alberto Lanconelli.

38 records · Page 3Linked to original sources

arXiv2008

Some limit theorems for rescaled Wick powers

We establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the convergence in distribution to normal and log-normal random variables. The proofs rely on some estimates for the L2(P)-norm of Wick products and on the properties of second quantization operators.

math.PR↗

arXiv2007

On a new version of the Ito's formula for the stochastic heat equation

We derive an Itô's-type formula for the one dimensional stochastic heat equation driven by a space-time white noise. The proof is based on elementary properties of the $\mathcal{S}$-transform and on the explicit representation of the solution process. We also discuss the relationship with other versions of this Itô's-type formula existing in literature.

math.PR↗