Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference28 articles.
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1. Ergodicity of increments of the Rosenblatt process and some consequences;Czechoslovak Mathematical Journal;2024-03-07
2. Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process;Stochastics;2022-04-30
3. Spatial average for the solution to the heat equation with Rosenblatt noise;Stochastic Analysis and Applications;2021-11-01
4. Parameter identification for the Hermite Ornstein–Uhlenbeck process;Statistical Inference for Stochastic Processes;2020-06-07
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