Title :

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

Author(s) :

Clarke de La Cerda, Jorge [Auteur]
Tudor, Ciprian A. [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Journal title :

Collectanea Mathematica

Pages :

341 - 356

Publisher :

University of Barcelona / Springer Verlag

Publication date :

2014

ISSN :

0010-0757

English keyword(s) :

Wiener integral
Hermite process
Hermite sheet
Stochastic wave equation

HAL domain(s) :

Mathématiques [math]/Probabilités [math.PR]

English abstract : [en]

The Hermite random field has been introduced as a limit of some weighted Hermite variations of the fractional Brownian sheet. In this work we define it as a multiple integral with respect to the standard Brownian sheet and ...
Show more >The Hermite random field has been introduced as a limit of some weighted Hermite variations of the fractional Brownian sheet. In this work we define it as a multiple integral with respect to the standard Brownian sheet and introduce Wiener integrals with respect to it. As an application we study the wave equation driven by the Hermite sheet. We prove the existence of the solution and we study the regularity of its sample paths, the existence of the density and of its local times. 2000 AMS Classification Numbers: 60F05, 60H05, 60G18.Show less >

Language :

Anglais

Popular science :

Non

Comment :

The final publication is available at Springer via http://dx.doi.org/10.1007/s13348-014-0108-9.

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL