On central limit theorems for power variations of the solution to the stochastic heat equation
Statistics Theory
2019-03-18 v2 Probability
Statistics Theory
Abstract
We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a central limit theorem. It generalizes the theory from arXiv:1710.03519 in several directions.
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Cite
@article{arxiv.1901.01026,
title = {On central limit theorems for power variations of the solution to the stochastic heat equation},
author = {Markus Bibinger and Mathias Trabs},
journal= {arXiv preprint arXiv:1901.01026},
year = {2019}
}
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12 pages