Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space

Autor: Ciprian A. Tudor, Obayda Assaad

Publikováno v: ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, EDP Sciences, 2021, 25, pp.220-257. ⟨10.1051/ps/2021009⟩

International audience; Via Malliavin calculus, we analyze the limit behavior in distribution of the spatial wavelet variation for the solution to the stochastic linear wave equation with fractional Gaussian noise in time and white noise in space. We

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee89ada099ff61bd6bb34c9853e5c67a
https://doi.org/10.1051/ps/2021009

Parameter identification for the Hermite Ornstein–Uhlenbeck process

Autor: Ciprian A. Tudor, Obayda Assaad

Publikováno v: Statistical Inference for Stochastic Processes. 23:251-270

By using the analysis on Wiener chaos, we study the behavior of the quadratic variations of the Hermite Ornstein–Uhlenbeck process, which is the solution to the Langevin equation driven by a Hermite process. We apply our results to the identificati

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4de0e165d0bf5a7dd9819b09f74b9fd7
https://doi.org/10.1007/s11203-020-09219-z

Pathwise analysis and parameter estimation for the stochastic Burgers equation

Autor: Ciprian A. Tudor, Obayda Assaad

Publikováno v: Bulletin des Sciences Mathématiques. 170:102995

We analyze the solution to the stochastic Burgers equation with additive space-time white noise. We show that this solution can be expressed as a sum of a random field that solves the stochastic heat equation with additive space-time white noise and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::677e3a5485e63057cad3bdecd3e4feac
https://doi.org/10.1016/j.bulsci.2021.102995