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math.PR2008
Some limit theorems for rescaled Wick powers
Alberto Lanconelli
We establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the con…
math.PR2007★ 1 cited
On a new version of the Ito's formula for the stochastic heat equation
Alberto Lanconelli
We derive an Itô's-type formula for the one dimensional stochastic heat equation driven by a space-time white noise. The proof is based on elementary properties of the $\mathcal{S}…