Title :

Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space

Author(s) :

Assaad, Obayda [Auteur]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Journal title :

ESAIM: Probability and Statistics

Pages :

220-257

Publisher :

EDP Sciences

Publication date :

2021-05-28

ISSN :

1292-8100

HAL domain(s) :

Mathématiques [math]

English abstract : [en]

Via Malliavin calculus, we analyze the limit behavior in distribution of the spatial wavelet variation for the solution to the stochastic linear wave equation with fractional Gaussian noise in time and white noise in space. ...
Show more >Via Malliavin calculus, we analyze the limit behavior in distribution of the spatial wavelet variation for the solution to the stochastic linear wave equation with fractional Gaussian noise in time and white noise in space. We propose a wavelet-type estimator for the Hurst parameter of the this solution and we study its asymptotic properties.Show less >

Language :

Anglais

Popular science :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL