Wiener integrals with respect to the Hermite random field and applications to the wave equation

DOI10.1007/S13348-014-0108-9MaRDI QIDQ486347zbMATH OpenOpenAlexFDO

Authors Jorge Clarke De la Cerda, Ciprian A. Tudor

Publication date 15 January 2015

Published in Collectanea Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.02860

zbMATH Keywords

stochastic wave equationHermite sheetWiener integralHermite process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Abstract: The Hermite random field has been introduced as a limit of some weighted Hermite variations of the fractional Brownian sheet. In this work we define it as a multiple integral with respect to the standard Brownian sheet and introduce Wiener integrals with respect to it. As an application we study the wave equation driven by the Hermite sheet. We prove the existence of the solution and we study the regularity of its sample paths, the existence of the density and of its local times. 2000 AMS Classification Numbers: 60F05, 60H05, 60G18.

Recommendations

• Operator approach to quantization of semigroups
• On compact quantum semigroup \(QS_{\text{red}}\)
• A compact quantum semigroup generated by an isometry
• Infinite-dimensional compact quantum semigroup
• Quantum semigroups generated by locally compact semigroups

Cites work

• scientific article; zbMATH DE number 3123503 (Why is no real title available?)
• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• scientific article; zbMATH DE number 3477653 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• A note on Rosenblatt distributions
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
• Absolute continuity and convergence of densities for random vectors on Wiener chaos
• Analysis of the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Criteria for hitting probabilities with applications to systems of stochastic wave equations
• Fractional Brownian sheet
• Hermite variations of the fractional Brownian sheet
• Hitting times for the stochastic wave equation with fractional colored noise
• Itô formula and local time for the fractional {B}rownian sheet
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Non-central limit theorems for non-linear functional of Gaussian fields
• On extremal theory for self-similar processes
• On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet
• Parameter estimation for stochastic equations with additive fractional Brownian sheet
• Regularization and integral representations of Hermite processes
• Sample path properties of anisotrophic Gaussian random fields
• Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
• Stratonovich Calculus with Respect to Fractional Brownian Sheet
• The stochastic wave equation with fractional noise: a random field approach
• Variations and Hurst index estimation for a Rosenblatt process using longer filters
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Cited in

(17)

• The linear stochastic heat equation with Hermite noise
• Infinite-dimensional compact quantum semigroup
• Spatial average for the solution to the heat equation with Rosenblatt noise
• Wiener integrals with respect to the two-parameter tempered Hermite random fields
• Functional limit theorems for generalized variations of the fractional Brownian sheet
• Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
• Behavior of the Hermite sheet with respect to the Hurst index
• Sample path properties of multidimensional integral with respect to stochastic measure
• Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
• Operator approach to quantization of semigroups
• On compact quantum semigroup \(QS_{\text{red}}\)
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• The Wiener-Hermite expansion with time-dependent ideal random function. II: The three-mode model.
• Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
• Random fields of water surface waves using Wiener–Hermite functional series expansions
• Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process
• Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise

This page was built for publication: Wiener integrals with respect to the Hermite random field and applications to the wave equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q486347)