SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index-Reference-Cited by-同舟云学术

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SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index

Published:2020-12 Issue:12 Volume:130 Page:7396-7430
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Giordano Luca M.,Jolis Maria,Quer-Sardanyons Lluís

Funder

Ministerio de Economía y Competitividad, Spain

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference31 articles.

1. Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion;Ait Ouahra;Stoch. Anal. Appl.,2017

2. SPDEs with affine multiplicative fractional noise in space with index 1∕4;Balan;Electron. J. Probab.,2015

3. SPDEs with rough noise in space: Hölder continuity of the solution;Balan;Statist. Probab. Lett.,2016

4. Intermittency for the hyperbolic Anderson model with rough noise in space;Balan;Stochastic Process. Appl.,2017

5. Multiparameter processes with stationary increments: Spectral representation and integration;Basse-O’Connor;Electron. J. Probab.,2012

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise;Stochastics and Dynamics;2023-09

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