Wiener integrals with respect to the Hermite ...
Document type :
Compte-rendu et recension critique d'ouvrage
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]
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
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 >
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.
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