Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise

DOI10.1142/S0219493718500363zbMath1401.60058OpenAlexW2753963502MaRDI QIDQ4687202

Ciprian A. Tudor, Mounir Zili, Marwa Khalil

Publication date: 11 October 2018

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493718500363

zbMATH Keywords

central limit theoremstochastic wave equationStein-Malliavin calculus

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items (6)

Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise ⋮ On quadratic variations for the fractional-white wave equation ⋮ High order asymptotic expansion for Wiener functionals ⋮ Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus ⋮ Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator ⋮ Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise

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• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three

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