Ito’s and Tanaka’s type formulae for the stochastic heat equation: the linear case
نویسندگان
چکیده
In this paper we consider the linear stochastic heat equation with additive noise in dimension one. Then, using the representation of its solution X as a stochastic convolution of the cylindrical Brownian motion with respect to an operator-valued kernel, we derive Itô’s and Tanaka’s type formulae associated to X.
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