Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise (Q4965645)

From MaRDI portal
scientific article; zbMATH DE number 7318771
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    9 March 2021
    0 references
    asymptotic expansion
    0 references
    Malliavin calculus
    0 references
    quadratic variation
    0 references
    stochastic heat equation
    0 references
    central limit theorem
    0 references
    fourth moment theorem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references