On central limit theorems for power variations of the solution to the stochastic heat equation

01/04/2019

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by   Markus Bibinger, et al.

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We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a central limit theorem. It generalizes the theory from arXiv:1710.03519 in several directions.