Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients

Yongkang Li; Yaozhong Hu; Litan Yan; Huisheng Shu

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arXiv · 2410.22750

Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients

Yongkang Li·Yaozhong Hu·Litan Yan·Huisheng Shu

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Abstract

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 mild solution in Walsh sense is established. We mainly study the limit behavior of the temporal quartic variation of the mild solution. As an application, we deduce a consistent estimator based on corresponding results.

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Yongkang Li, Yaozhong Hu, Litan Yan, Huisheng Shu. 2024-10-30. Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients. https://arxiv.org/abs/2410.22750

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