Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation

DOI10.1007/S40072-021-00208-8zbMATH Open1495.35221OpenAlexW3184156689WikidataQ114219565 ScholiaQ114219565MaRDI QIDQ2158595FDOQ2158595

Yanyan Li

Publication date: 26 July 2022

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40072-021-00208-8

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zbMATH Keywords

weak convergencequadratic variationspace-time white noisepower variationtime fractional SPIDEs

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

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Cited In (1)

• Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation

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