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

DOI10.1007/S13348-014-0108-9zbMATH Open1305.60040arXiv1611.02860OpenAlexW1993570926MaRDI QIDQ486347FDOQ486347

Ciprian A. Tudor, Jorge Clarke De la Cerda

Publication date: 15 January 2015

Published in: Collectanea Mathematica (Search for Journal in Brave)

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.

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

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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)

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Cited In (14)

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

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