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

DOI10.1142/S0219493721500106zbMATH Open1461.62139OpenAlexW3033308944MaRDI QIDQ4965645FDOQ4965645

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 calculuscentral limit theoremquadratic variationstochastic heat equationfourth moment theorem

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The Malliavin Calculus and Related Topics
• Central limit theorems for sequences of multiple stochastic integrals
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Analysis of Variations for Self-similar Processes
• Recent developments on stochastic heat equation with additive fractional-colored noise
• Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
• Variations of the solution to a stochastic heat equation
• Malliavin calculus and martingale expansion
• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• Martingale expansion in mixed normal limit
• Central limit theorem for the solution to the heat equation with moving time
• Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
• Spatial variations for the solution to the heat equation with additive time-space white noise

Cited In (4)

• On Besov regularity and local time of the solution to the stochastic heat equation
• Pathwise analysis and parameter estimation for the stochastic Burgers equation
• High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation
• Long time existence for the heat equation with a spatially correlated noise term

This page was built for publication: Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4965645)