High-frequency analysis of parabolic stochastic PDEs
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Publication:2196213
DOI10.1214/19-AOS1841zbMath1450.62122arXiv1806.06959OpenAlexW2809364761WikidataQ114060544 ScholiaQ114060544MaRDI QIDQ2196213
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.06959
stochastic heat equationSPDEsvolatility estimationmartingale limit theoremshigh-frequency observationsmultipower variationsvariation functionals
Random fields; image analysis (62M40) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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