Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes
From MaRDI portal
Publication:3119735
DOI10.1007/978-3-319-59671-6_5zbMath1409.60039arXiv1508.06641OpenAlexW1929752171MaRDI QIDQ3119735
Publication date: 12 March 2019
Published in: Stochastic Analysis and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.06641
Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
Related Items (6)
Large deviations for functionals of some self-similar Gaussian processes ⋮ On the distribution and q-variation of the solution to the heat equation with fractional Laplacian ⋮ Unnamed Item ⋮ Decompositions of stochastic convolution driven by a white-fractional Gaussian noise ⋮ The linear stochastic heat equation with Hermite noise ⋮ Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
Cites Work
- Additive functionals of the solution to fractional stochastic heat equation
- Quadratic variations for the fractional-colored stochastic heat equation
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
- A decomposition of the bifractional Brownian motion and some applications
- Central limit theorems for non-linear functionals of Gaussian fields
- Integration questions related to fractional Brownian motion
- Analysis of Variations for Self-similar Processes
- Normal Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes