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math.PR2026
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…
math.PR2026
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…