Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients
Probability
2025-11-18 v4
Abstract
We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study the limit behavior of the temporal quartic variation of the mild solution. As an application, we deduce a consistent estimator based on corresponding results.
Cite
@article{arxiv.2410.22750,
title = {Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients},
author = {Yongkang Li and Huisheng Shu and Litan Yan},
journal= {arXiv preprint arXiv:2410.22750},
year = {2025}
}