Abstract
We consider the Wiener integral with respect to a d-parameter Hermite process with Hurst multi-index H=(H1,..,Hd)∈(12,1)d and we analyze the limit behavior in distribution of this object when the components of H tend to 1 and/or 12. As examples, we focus on the solution to the stochastic heat equation with additive Hermite noise and to the Hermite Ornstein-Uhlenbeck process.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
