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pro vyhledávání: '"Diana Avetisian"'
Autor:
Diana Avetisian, Kostiantyn Ralchenko
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 10, Iss 2, Pp 175-195 (2023)
The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution. Based on its discrete-time observations, we constr
Externí odkaz:
https://doaj.org/article/0521d7360a0f45dfb646de7596d665ff
Autor:
Diana Avetisian, Kostiantyn Ralchenko
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 3, Pp 339-356 (2020)
The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consis
Externí odkaz:
https://doaj.org/article/c7cbb78ee1fd4c6185242452f73322ec
Autor:
Kostiantyn Ralchenko, Diana Avetisian
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 3, Pp 339-356 (2020)
The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ffe84e0d21bbd9ab7c58a3b820cfa991
https://www.vmsta.org/doi/10.15559/20-VMSTA162
https://www.vmsta.org/doi/10.15559/20-VMSTA162