Variations of the solution to a stochastic heat equation

DOI10.1214/009117907000000196zbMath1135.60041arXivmath/0601007OpenAlexW3099156809MaRDI QIDQ2460323

Jason Swanson

Publication date: 14 November 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601007

zbMATH Keywords

Brownian motionstochastic heat equationlong-range dependencestochastic integrationself-similar processSPDEsquartic variationmodified quadratic variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

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