Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise

DOI10.1142/S0219493721500106zbMath1461.62139OpenAlexW3033308944MaRDI QIDQ4965645

Héctor Araya, Ciprian A. Tudor

Publication date: 9 March 2021

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

Full work available at URL: https://doi.org/10.1142/s0219493721500106

zbMATH Keywords

asymptotic expansionMalliavin calculusstochastic heat equationcentral limit theoremquadratic variationfourth moment theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Heat equation (35K05) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sequential estimation (62L12)

Related Items (3)

High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation ⋮ On Besov regularity and local time of the solution to the stochastic heat equation ⋮ Pathwise analysis and parameter estimation for the stochastic Burgers equation

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