The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off


  • Bertini, Lorenzo; Cancrini, Nicoletta. The stochastic heat equation: Feynman-Kac formula and intermittence. J. Statist. Phys. 78 (1995), no. 5-6, 1377--1401. MR1316109
  • Burkholder, D. L. Distribution function inequalities for martingales. Ann. Probability 1 (1973), 19--42. MR0365692
  • Conus, Daniel, Joseph, Mathew, and Khoshnevisan, Davar, On the chaotic character of the stochastic heat equation, before the onset of intermittency, Ann. Probab. (2011, to appear). Available electronically at arXiv.
  • Dalang, Robert C. Extending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e.'s. Electron. J. Probab. 4 (1999), no. 6, 29 pp. (electronic). MR1684157
  • Dalang, Robert; Khoshnevisan, Davar; Mueller, Carl; Nualart, David; Xiao, Yimin. A minicourse on stochastic partial differential equations. Held at the University of Utah, Salt Lake City, UT, May 8–19, 2006. Edited by Khoshnevisan and Firas Rassoul-Agha. Lecture Notes in Mathematics, 1962. Springer-Verlag, Berlin, 2009. xii+216 pp. ISBN: 978-3-540-85993-2 MR1500166
  • Erdős, Paul; Rényi, Alfréd. On a new law of large numbers. J. Analyse Math. 23 1970 103--111. MR0272026
  • Foondun, Mohammud; Khoshnevisan, Davar. Intermittence and nonlinear parabolic stochastic partial differential equations. Electron. J. Probab. 14 (2009), no. 21, 548--568. MR2480553
  • Hall, P.; Heyde, C. C. Martingale limit theory and its application. Probability and Mathematical Statistics. Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1980. xii+308 pp. ISBN: 0-12-319350-8 MR0624435
  • Kardar, Mehran, Giorgio Parisi, and Yi-Cheng Zhang, Dynamic scaling of growing interfaces, Phys. Rev. Lett. 56 (9) (1985) 889--892.
  • Kardar, Mehran and Yi-Cheng Zhang, Scaling of directed polymers in random media, phPhys. Rev. Lett. 58 (20) (1987) 2087--2090.
  • Mueller, Carl. On the support of solutions to the heat equation with noise. Stochastics Stochastics Rep. 37 (1991), no. 4, 225--245. MR1149348
  • Mueller, Carl; Nualart, David. Regularity of the density for the stochastic heat equation. Electron. J. Probab. 13 (2008), no. 74, 2248--2258. MR2469610
  • Walsh, John B. An introduction to stochastic partial differential equations. École d'été de probabilités de Saint-Flour, XIV—1984, 265--439, Lecture Notes in Math., 1180, Springer, Berlin, 1986. MR0876085

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.