Asymptotic Distributions for Power Variations of the Solution to the Spatially Colored Stochastic Heat Equation
Author(s) -
Wensheng Wang,
Xiaoying Chang,
Liao Wang
Publication year - 2021
Publication title -
discrete dynamics in nature and society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.264
H-Index - 39
eISSN - 1607-887X
pISSN - 1026-0226
DOI - 10.1155/2021/8208934
Subject(s) - colors of noise , quadratic variation , physics , mathematics , mathematical physics , white noise , statistics , quantum mechanics , brownian motion
Let u α , d = u α , d t , x , t ∈ 0 , T , x ∈ ℝ d be the solution to the stochastic heat equations (SHEs) with spatially colored noise. We study the realized power variations for the process u α , d , in time, having infinite quadratic variation and dimension-dependent Gaussian asymptotic distributions. We use the underlying explicit kernels and spectral/harmonic analysis, yielding temporal central limit theorems for SHEs with spatially colored noise. This work builds on the recent works on delicate analysis of variations of general Gaussian processes and SHEs driven by space-time white noise.
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