Asymptotic distributions for power variation of the solution to a stochastic heat equation

DOI10.1007/s10114-021-0267-zzbMath1486.60083OpenAlexW3201514062MaRDI QIDQ2230738

Yanyan Li

Publication date: 28 September 2021

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-021-0267-z

zbMATH Keywords

weak convergencestochastic heat equationquadratic variationpower variation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65) Heat equation (35K05) Sample path properties (60G17) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• CLT and other limit theorems for functionals of Gaussian processes
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields

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