Variations of the solution to a stochastic heat equation

Annals of Probability

Volumn 35, Issue 6, 2007, Pages 2122-2159

  Swanson, Jason ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Fractional brownian motion; Iterated brownian motion; Long range dependence; Quadratic variation; Quartic variation; Self similar processes; Stochastic integration; Stochastic partial differential equations

Indexed keywords

EID: 48849113065     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117907000000196     Document Type: Article

References (15)

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