Zobrazeno 1 - 10
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pro vyhledávání: '"Čoupek, Petr"'
In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim \mathrm{e}^{x^\beta}-1\quad\mbox{with}\quad \beta\
Externí odkaz:
http://arxiv.org/abs/2406.02793
In this paper, we study parameter identification for solutions to (possibly non-linear) SDEs driven by additive Rosenblatt process and singularity of the induced laws on the path space. We propose a joint estimator for the drift parameter, diffusion
Externí odkaz:
http://arxiv.org/abs/2403.12610
Publikováno v:
In Stochastic Processes and their Applications January 2025 179
Autor:
Čoupek, Petr, Ondreját, Martin
In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the exponenti
Externí odkaz:
http://arxiv.org/abs/2111.12383
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is considered i
Externí odkaz:
http://arxiv.org/abs/2012.09205
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for this stochast
Externí odkaz:
http://arxiv.org/abs/1908.00296
Autor:
Čoupek, Petr
Stochastic Evolution Equations Petr Čoupek Doctoral Thesis Abstract Linear stochastic evolution equations with additive regular Volterra noise are studied in the thesis. Regular Volterra processes need not be Gaussian, Markov or semimartingales, but
Externí odkaz:
http://www.nusl.cz/ntk/nusl-368518
Publikováno v:
In Stochastic Processes and their Applications August 2022 150:853-885
Publikováno v:
In Journal of Functional Analysis 15 April 2022 282(8)
Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
Autor:
Čoupek, Petr
Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions for the e
Externí odkaz:
http://arxiv.org/abs/1706.05716