4 papers
Exact temporal variations and parameter estimation for space--time fractional stochastic heat equations driven by multiplicative noise
Yongkang Li, Yaozhong Hu, Litan Yan
We establish exact limits for the normalized temporal power variations of every fixed real order \(γ\geq2\) for the mild solution to a one-dimensional space--time fractional stocha…
Gaussian fluctuation for spatial average of the space--time fractional stochastic heat equation
Yongkang Li, Yaozhong Hu, Litan Yan
We study spatial averages of the mild solution to a one-dimensional space--time fractional stochastic heat equation driven by space--time white noise. For fixed \(t>0\), we prove a…
Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients
Yongkang Li, Yaozhong Hu, Litan Yan +1
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 m…
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…