Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise

DOI10.1080/07362994.2017.1409124zbMath1390.60227arXiv1706.05716OpenAlexW2717327276MaRDI QIDQ4639176

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Publication date: 3 May 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.05716

zbMATH Keywords

Rosenblatt processstochastic evolution equationstationary incrementsVolterra processlimiting measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (10)

Spatial average for the solution to the heat equation with Rosenblatt noise ⋮ A stochastic calculus for Rosenblatt processes ⋮ Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses ⋮ Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations ⋮ Parameter identification for the Hermite Ornstein-Uhlenbeck process ⋮ Filtering of Gaussian processes in Hilbert spaces ⋮ Unnamed Item ⋮ On the ARCH model with stationary liquidity ⋮ The linear stochastic heat equation with Hermite noise ⋮ Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs

Uses Software

• DLMF

Cites Work

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