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arXiv · 2410.20426

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

Yongkang Li·Huisheng Shu·Litan Yan
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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.

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Yongkang Li, Huisheng Shu, Litan Yan. 2024-10-27. Exact Temporal Variation for Fractional Stochastic Heat Equation Driven by Space-Time White Noise. https://doi.org/10.1080/03610926.2025.2584611

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