We consider the renormalized square of the solution of the stochastic heat equation and obtain for this process a new dynamic involving the second quantization of an unbounded operator. This is achieved by a version of the Itô formula which we derive by a simple application of the Wick chain rule
A remark on the renormalized square of the solution of the stochastic heat equation and on its associated evolution
LANCONELLI, ALBERTO
2009-01-01
Abstract
We consider the renormalized square of the solution of the stochastic heat equation and obtain for this process a new dynamic involving the second quantization of an unbounded operator. This is achieved by a version of the Itô formula which we derive by a simple application of the Wick chain ruleFile in questo prodotto:
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