Asymptotic Distributions for Power Variations of the Solution to the Spatially Colored Stochastic Heat Equation
Let uα,d=uα,dt,x, t∈0,T,x∈ℝd be the solution to the stochastic heat equations (SHEs) with spatially colored noise. We study the realized power variations for the process uα,d, in time, having infinite quadratic variation and dimension-dependent Gaussian asymptotic distributions. We use the underlyin...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2021/8208934 |
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