Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise (Q4965645)
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scientific article; zbMATH DE number 7318771
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| English | Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise |
scientific article; zbMATH DE number 7318771 |
Statements
Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise (English)
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9 March 2021
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asymptotic expansion
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Malliavin calculus
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quadratic variation
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stochastic heat equation
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central limit theorem
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fourth moment theorem
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0.8721076846122742
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0.8168850541114807
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0.8095614910125732
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0.8059594631195068
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