The linear stochastic heat equation with Hermite noise
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Cited in
(9)- The stochastic heat equation driven by a Gaussian noise: germ Markov property
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
- Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
- Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise
- Spatial average for the solution to the heat equation with Rosenblatt noise
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise
- scientific article; zbMATH DE number 7709546 (Why is no real title available?)
- Parameter identification for the Hermite Ornstein-Uhlenbeck process
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