Hermite spatial variations for the solution to the stochastic heat equation

zbMATH Open1483.60087MaRDI QIDQ5164445FDOQ5164445

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

Publication date: 11 November 2021

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

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zbMATH Keywords

Malliavin calculuscentral limit theoremspace-time white noisestochastic heat equationHermite variations

Mathematics Subject Classification ID

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

Cited In (9)

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

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