Quadratic variations for the fractional-colored stochastic heat equation

DOI10.1214/EJP.v19-2698zbMath1314.60132MaRDI QIDQ743502

Soledad Torres, Ciprian A. Tudor, Frederi G. Viens

Publication date: 24 September 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionGaussian processesMalliavin calculusstochastic heat equationnon-central limit theoremselfsimilarityHurst parameterstatistical estimationquadratic variationmultiple stochastic integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18)

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