Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
DOI10.1051/ps/2021009zbMath1478.60120OpenAlexW3157581057MaRDI QIDQ5000391
Obayda Assaad, Ciprian A. Tudor
Publication date: 13 July 2021
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2021009
waveletsfractional Brownian motioncentral limit theoremstochastic wave equationHurst parameter estimationStein-Malliavin calculus
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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