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Asymptotic Distributions for Power Variations of the Solution to the Spatially Colored Stochastic Heat Equation

Authors :
Wensheng Wang
Xiaoying Chang
Wang Liao
Source :
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
Publication Year :
2021
Publisher :
Hindawi Limited, 2021.

Abstract

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 underlying explicit kernels and spectral/harmonic analysis, yielding temporal central limit theorems for SHEs with spatially colored noise. This work builds on the recent works on delicate analysis of variations of general Gaussian processes and SHEs driven by space-time white noise.

Subjects

Subjects :
Mathematics
QA1-939

Details

Language :
English
ISSN :
10260226 and 1607887X
Volume :
2021
Database :
Directory of Open Access Journals
Journal :
Discrete Dynamics in Nature and Society
Publication Type :
Academic Journal
Accession number :
edsdoj.1b9841c6414c4708963f66c6695fb2f9
Document Type :
article
Full Text :
https://doi.org/10.1155/2021/8208934