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Asymptotic Distributions for Power Variation of the Solution to a Stochastic Heat Equation

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  • Additional Information
    • Publication Information:
      Springer Science and Business Media LLC, 2021.
    • Publication Date:
      2021
    • Abstract:
      Let u = {u(t,x),t ∈ [0,T],x ∈ ℝ} be a solution to a stochastic heat equation driven by a space-time white noise. We study that the realized power variation of the process u with respect to the time, properly normalized, has Gaussian asymptotic distributions. In particular, we study the realized power variation of the process u with respect to the time converges weakly to Brownian motion.
    • ISSN:
      1439-7617
      1439-8516
    • Rights:
      CLOSED
    • Accession Number:
      edsair.doi...........6ee832484e838286329528d0446e0ffc