Studies distributional limits of Wiener-Hermite integrals as Hurst multi-index H approaches 1 and/or 1/2, with examples on stochastic heat equation and Hermite OU process.
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2019 2verdicts
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Convergence in distribution of the integral ∫ f(u) dZ^H(u) for Rosenblatt process Z^H as H→1/2 and H→1, specialized to the Rosenblatt Ornstein-Uhlenbeck process.
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Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
Studies distributional limits of Wiener-Hermite integrals as Hurst multi-index H approaches 1 and/or 1/2, with examples on stochastic heat equation and Hermite OU process.
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Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index
Convergence in distribution of the integral ∫ f(u) dZ^H(u) for Rosenblatt process Z^H as H→1/2 and H→1, specialized to the Rosenblatt Ornstein-Uhlenbeck process.