Quadratic variations for the fractional-colored stochastic heat equation (Q743502)
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scientific article; zbMATH DE number 6347462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic variations for the fractional-colored stochastic heat equation |
scientific article; zbMATH DE number 6347462 |
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Quadratic variations for the fractional-colored stochastic heat equation (English)
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24 September 2014
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stochastic heat equation
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quadratic variation
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multiple stochastic integrals
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Malliavin calculus
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Gaussian processes
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fractional Brownian motion
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selfsimilarity
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non-central limit theorem
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Hurst parameter
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statistical estimation
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