scientific article; zbMATH DE number 7709546

MaRDI QIDQ6168060zbMATH OpenFDO

Authors Ciprian A. Tudor

Publication date 10 July 2023

Full work available at URL https://gradmath.org/2023/01/12/fractional-stochastic-heat-equation-with-hermite-noise/

zbMATH Keywords

fractional Laplacianmultiple stochastic integralsstochastic heat equationWiener chaosHermite 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)

Recommendations

• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
• The linear stochastic heat equation with Hermite noise
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
• Some properties of the solution to fractional heat equation with a fractional Brownian noise

Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• A Fourier analytic approach to pathwise stochastic integration
• A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
• Analysis of variations for self-similar processes. A stochastic calculus approach
• Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
• Decomposition and limit theorems for a class of self-similar Gaussian processes
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
• Hitting properties of a random string
• Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
• Long-Range Dependence and Self-Similarity
• Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• Parameter identification for the Hermite Ornstein-Uhlenbeck process
• Pseudodifferential operators with variable order of differentiation generating Feller semigroups
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Statistical inference for Vasicek-type model driven by Hermite processes
• Stochastic evolution equations with Volterra noise
• Stochastic fractional Anderson models with fractional noises
• Stochastic integration with respect to fractional processes in Banach spaces
• Stochastic processes and long range dependence
• The Malliavin Calculus and Related Topics
• The linear stochastic heat equation with Hermite noise
• \(L^p\)-valued stochastic convolution integral driven by Volterra noise

Cited in

(5)

• Stochastic heat equation driven by fractional noise and local time
• The linear stochastic heat equation with Hermite noise
• Quadratic variations for the fractional-colored stochastic heat equation
• Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
• Fractional random fields associated with stochastic fractional heat equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6168060)