A Multi-Layer Extension of the Stochastic Heat Equation
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چکیده
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mesuring the staff technology readiness, the case of a multi national chemical company operating in iran
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15 صفحه اولVariations of the Solution to a Stochastic Heat Equation
We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, F (t), has a nontrivial quartic variation. This process, therefore, has infinite quadratic variation and is not a semimartingale. It follows that the classical Itô calculus does not apply. Motivated by heuristic ideas ab...
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2015
ISSN: 0010-3616,1432-0916
DOI: 10.1007/s00220-015-2541-3