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

2024/10/27 by Yongkang Li, Li, Yongkang, Huisheng Shu +3
Economics, Econometrics and Finance · Mathematics · #Differential Equations and Numerical Methods #FOS: Mathematics #Fractional Differential Equations Solutions #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2410.20426

openalex publication_date 2024/10/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on ℝ driven by a space-time white noise, and as an application we give the estimate of drift parameter.

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