Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866908392066383872 |
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| author | Li, Yongkang Shu, Huisheng Yan, Litan |
| author_facet | Li, Yongkang Shu, Huisheng Yan, Litan |
| contents | In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on $\mathbb{R}$ driven by a space-time white noise, and as an application we give the estimate of drift parameter. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_20426 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise Li, Yongkang Shu, Huisheng Yan, Litan Probability In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on $\mathbb{R}$ driven by a space-time white noise, and as an application we give the estimate of drift parameter. |
| title | Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise |
| topic | Probability |
| url | https://arxiv.org/abs/2410.20426 |