Hermite spatial variations for the solution to the stochastic heat equation

MaRDI QIDQ5164445zbMATH OpenFDO

Authors Héctor Araya, Johanna Garzón, Nicolas Moreno, Francisco Plaza

Publication date 11 November 2021

Full work available at URL https://hrcak.srce.hr/261518

zbMATH Keywords

central limit theoremHermite variationsMalliavin calculusspace-time white noisestochastic heat equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)

Recommendations

• Spatial variations for the solution to the heat equation with additive time-space white noise
• Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation
• A central limit theorem for the stochastic heat equation
• On central limit theorems for power variations of the solution to the stochastic heat equation
• Central limit theorem for the solution to the heat equation with moving time

Cited in

(9)

• On central limit theorems for power variations of the solution to the stochastic heat equation
• Asymptotic distributions for power variation of the solution to a stochastic heat equation
• Variations of the solution to a stochastic heat equation
• Central limit theorem for the solution to the heat equation with moving time
• Spatial variations for the solution to the heat equation with additive time-space white noise
• Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
• The linear stochastic heat equation with Hermite noise
• Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
• Spatial average for the solution to the heat equation with Rosenblatt noise

This page was built for publication: Hermite spatial variations for the solution to the stochastic heat equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5164445)