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 LaplacianHermite processmultiparameter stochastic processesmultiple stochastic integralsstochastic heat equationWiener chaos

Mathematics Subject Classification ID

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

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Cites work

• L^p-valued stochastic convolution integral driven by Volterra noise
• A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
• A Fourier analytic approach to pathwise stochastic integration
• 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
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• 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 linear stochastic heat equation with Hermite noise
• The Malliavin Calculus and Related Topics

Cited in

(5)

• 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
• The linear stochastic heat equation with Hermite noise
• Quadratic variations for the fractional-colored stochastic heat equation
• Stochastic heat equation driven by fractional noise and local time

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