Wiener integrals with respect to the Hermite random field and applications to the wave equation

DOI10.1007/s13348-014-0108-9zbMath1305.60040arXiv1611.02860OpenAlexW1993570926MaRDI QIDQ486347

Ciprian A. Tudor, Jorge Clarke De la Cerda

Publication date: 15 January 2015

Published in: Collectanea Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02860

zbMATH Keywords

Wiener integralstochastic wave equationHermite sheetHermite process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18)

Related Items (8)

Functional limit theorems for generalized variations of the fractional Brownian sheet ⋮ Spatial average for the solution to the heat equation with Rosenblatt noise ⋮ Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise ⋮ Behavior of the Hermite sheet with respect to the Hurst index ⋮ The linear stochastic heat equation with Hermite noise ⋮ Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments

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