Titre :

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

Auteur(s) :

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

Titre de la revue :

ESAIM: Probability and Statistics

Pagination :

220-257

Éditeur :

EDP Sciences

Date de publication :

2021-05-28

ISSN :

1292-8100

Discipline(s) HAL :

Mathématiques [math]

Résumé en anglais : [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. ...
Lire la suite >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.Lire moins >

Langue :

Anglais

Vulgarisation :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL