Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
type: Distribution
access URL: https://hal.science/hal-00091290
format: HTML
issued: 2026-05-07T23:58:30.704625
modified: 2026-05-07T23:58:30.685002

test_moissonnage_selune
type: Agent

Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
type: Dataset
contact point: Organization
  fn: CCSD
keyword: chaos-decomposition
keyword: 60h15-60h05-60h07-60g15
keyword: tanakas-formula
keyword: journal-articles
keyword: mathmath-apmathematics-mathanalysis-of-pdes-mathap
keyword: itos-formula
keyword: stochastic-heat-equation
keyword: malliavin-calculus
keyword: infoeu-reposemanticsarticle
keyword: mathmath-prmathematics-mathprobability-mathpr
landing page: 0022-1236
description: 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.
issued: 2026-05-07T23:58:30.694703
language: en
modified: 2026-05-07T23:58:30.694708