Titre :

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

Auteur(s) :

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

Titre de la revue :

Collectanea Mathematica

Pagination :

341 - 356

Éditeur :

University of Barcelona / Springer Verlag

Date de publication :

2014

ISSN :

0010-0757

Mot(s)-clé(s) en anglais :

Wiener integral
Hermite process
Hermite sheet
Stochastic wave equation

Discipline(s) HAL :

Mathématiques [math]/Probabilités [math.PR]

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

Langue :

Anglais

Vulgarisation :

Non

Commentaire :

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