Wiener integrals with respect to the two-parameter tempered Hermite random fields

DOI10.14708/MA.V49I2.7100MaRDI QIDQ5064480zbMATH OpenOpenAlexWikidataFDO

Authors Atef Lechiheb

Publication date 16 March 2022

Published in Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.10086

zbMATH Keywords

fractionnal processesHermite processestempered distributionWiener integrals

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Abstract: The two-parameter tempered Hermite field modifies the power law kernel in the moving average representation of the Hermite field by adding an exponential tempering. This paper develops the basic theory of two-parameter tempered Hermite field, including moving average, sample path properties, spectral representations and the theory of Wiener stochastic integration with respect to the two-parameter tempered Hermite field of order one.

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Cites work

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Cited in

(3)

• The Wiener-Hermite expansion with time-dependent ideal random function. II: The three-mode model.
• Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization
• Generalized Hermite process: tempering, properties and applications

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