stochastic heat equation 2central limit theorem 1fractional diffusion 1malliavin calculus 1multiplicative noise 1parameter estimation 1piecewise constant coefficients 1quartic variation 1spatial averaging 1stochastic partial differential equations 1
From the 2 of 3 linked papers with an AI index.
3 papers
math.PR2026
Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients
Yongkang Li, Yaozhong Hu, Litan Yan +1
The paper studies a stochastic heat equation with piecewise constant coefficients driven by multiplicative space‑time white noise, proving existence and uniqueness of its mild solu…
math.PR2026
Gaussian fluctuation for spatial average of the space--time fractional stochastic heat equation
Yongkang Li, Yaozhong Hu, Litan Yan
The paper proves quantitative central limit theorems for spatial averages of the one‑dimensional space‑time fractional stochastic heat equation driven by white noise, showing conve…
math.PR2026
Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise
Yongkang Li, Huisheng Shu, Litan Yan
In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on driven by a space-time…