The linear stochastic heat equation with Hermite noise

DOI10.1142/S021902571950022XzbMATH Open1436.60054OpenAlexW3006014362WikidataQ126529197 ScholiaQ126529197MaRDI QIDQ4960410FDOQ4960410

Authors: 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

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zbMATH Keywords

fractional Brownian motionmultiple stochastic integralsself-similaritystochastic heat equationWiener chaoscumulantsRosenblatt processHermite processmultiparameter stochastic processes

Mathematics Subject Classification ID

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

Cites Work

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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
• Title not available (Why is that?)
• Parameter identification for the Hermite Ornstein-Uhlenbeck process

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