用小波分析方法求解含时间分数噪声和空间白噪声的波动方程

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Esaim-Probability and Statistics Pub Date : 2021-05-06 DOI:10.1051/PS/2021009

Obayda Assaad, C. Tudor

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引用次数: 1

摘要

利用Malliavin微积分，分析了具有时间分数阶高斯噪声和空间分数阶白噪声的随机线性波动方程解的空间小波变化分布的极限行为。给出了该解的Hurst参数的一个小波估计量，并研究了其渐近性质。

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

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 propose a wavelet-type estimator for the Hurst parameter of the this solution and we study its asymptotic properties.

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来源期刊

Esaim-Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics. Long papers are very welcome. Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.