On central limit theorems for power variations of the solution to the stochastic heat equation

DOI10.1007/978-3-030-28665-1_5zbMath1434.60064arXiv1901.01026OpenAlexW2993430632MaRDI QIDQ2179550

Markus Bibinger, Mathias Trabs

Publication date: 13 May 2020

Full work available at URL: https://arxiv.org/abs/1901.01026

zbMATH Keywords

central limit theoremmixingstochastic partial differential equationpower variations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (16)

Estimation of the drift parameter for the fractional stochastic heat equation via power variation ⋮ On quadratic variations for the fractional-white wave equation ⋮ Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs ⋮ Parameter estimation for semilinear SPDEs from local measurements ⋮ Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation ⋮ Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities ⋮ High-frequency analysis of parabolic stochastic PDEs ⋮ A note on parameter estimation for discretely sampled SPDEs ⋮ Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation ⋮ Drift estimation for discretely sampled SPDEs ⋮ Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation ⋮ Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton ⋮ Parameter estimation for SPDEs based on discrete observations in time and space ⋮ Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus ⋮ Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise ⋮ Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise

This page was built for publication: On central limit theorems for power variations of the solution to the stochastic heat equation