The linear stochastic heat equation with Hermite noise

DOI10.1142/S021902571950022XzbMath1436.60054OpenAlexW3006014362WikidataQ126529197 ScholiaQ126529197MaRDI QIDQ4960410

Meryem Slaoui, Ciprian A. Tudor

Publication date: 15 April 2020

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021902571950022x

zbMATH Keywords

cumulantsfractional Brownian motionself-similaritystochastic heat equationRosenblatt processWiener chaosmultiple stochastic integralsHermite processmultiparameter stochastic processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

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 ⋮ Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise ⋮ Parameter identification for the Hermite Ornstein-Uhlenbeck process ⋮ Unnamed Item

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