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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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.