On quadratic variations for the fractional-white wave equation

DOI10.1090/tpms/1192zbMath1510.60056arXiv2111.13659OpenAlexW3215129212MaRDI QIDQ6040491

Radomyra Shevchenko

Publication date: 17 May 2023

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.13659

zbMATH Keywords

fractional Brownian motionstochastic wave equationquadratic variationsHurst parameter estimationStein-Malliavin calculus

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18)

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