随机 Burgers 方程的时间二次变差
Temporal Quadratic Variation for the Stochastic Burgers Equation
摘要: 本文研究加性时空白噪声驱动下随机 Burgers 方程解的时间二次变差的渐近行为,严格证明其重 整化序列几乎必然且均方收敛于常数,并据此构造出未知扩散参数的强相合估计量。
Abstract: This paper investigates the asymptotic behavior of the temporal quadratic variation for the stochastic Burgers equation driven by additive space-time white noise. We prove the almost sure and L2(Ω) convergence of its renormalized sequence to a constant, yielding a strongly consistent estimator for the unknown diffusion parameter.
文章引用:韦思婷, 田琳琳, 闫理坦. 随机 Burgers 方程的时间二次变差[J]. 统计学与应用, 2026, 15(5): 8-14. https://doi.org/10.12677/SA.2026.155101

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