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Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise - MaRDI portal

Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise (Q4965645)

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scientific article; zbMATH DE number 7318771
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Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
scientific article; zbMATH DE number 7318771

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    Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise (English)
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    9 March 2021
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    asymptotic expansion
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    Malliavin calculus
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    quadratic variation
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    stochastic heat equation
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    central limit theorem
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    fourth moment theorem
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