Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
DOI10.1051/PS/2021009zbMATH Open1478.60120OpenAlexW3157581057MaRDI QIDQ5000391FDOQ5000391
Authors: Obayda Assaad, Ciprian A. Tudor 
Publication date: 13 July 2021
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2021009
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- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
Cited In (5)
- On quadratic variations for the fractional-white wave equation
- Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
- Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
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