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

Abstract

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

References in corpus (2)

• Exact variations for stochastic heat equations driven by space--time white noise
• Variations of the solution to a stochastic heat equation