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Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise

Probability 2025-06-05 v4

Abstract

In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on R\mathbb{R} driven by a space-time white noise, and as an application we give the estimate of drift parameter.

Keywords

Cite

@article{arxiv.2410.20426,
  title  = {Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise},
  author = {Yongkang Li and Huisheng Shu and Litan Yan},
  journal= {arXiv preprint arXiv:2410.20426},
  year   = {2025}
}