Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

DOI10.15559/19-VMSTA139zbMath1437.60039arXiv2001.02460WikidataQ115235350 ScholiaQ115235350MaRDI QIDQ2337821

Mounir Zili, Eya Zougar

Publication date: 20 November 2019

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02460

zbMATH Keywords

fundamental solutionstochastic partial differential equationsalmost sure central limit theorempiecewise constant coefficientsdivergence formStein-Malliavin calculus

Mathematics Subject Classification ID

Gaussian processes (60G15) Fundamental solutions to PDEs (35A08) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise ⋮ On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity ⋮ Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise

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