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| Main Author: | |
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| Format: | Preprint |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1803.01744 |
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Table of Contents:
- We use the theory of regularity structures to develop an Itô formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth enough function $φ$ we can express the random distribution $(\partial_t-\partial_{xx})φ(u)$ and the random field $φ(u)$ in terms of the reconstruction of some modelled distributions. The resulting objects are then identified with some classical constructions of stochastic calculus.