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5. Quadratic Covariations for the Solution to a Stochastic Heat Equation

Quadratic Covariations for the Solution to a Stochastic Heat Equation

来源 :2016年随机(偏)微分方程与随机动力系统研讨会 | 被引量 : 0次 | 上传用户：ringogogo

【摘 要】

：

　　Let u(t,x)be the solution to a stochastic heat equation (δ)/(δ)tu=α(δ)2/(δ)x2u+(δ)2/(δ)t(δ)xX(t,x),t≥0,x∈R with initial condition u(0,x)≡0,where

【作 者】

：

闫理坦 

【出 处】

：

2016年随机(偏)微分方程与随机动力系统研讨会

【发表日期】

：

2016年7期

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　　Let u(t,x)be the solution to a stochastic heat equation (δ)/(δ)tu=α(δ)2/(δ)x2u+(δ)2/(δ)t(δ)xX(t,x),t≥0,x∈R with initial condition u(0,x)≡0,where X is a time-space white noise.

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