On the 1/H-variation of the divergence integral with respect to a Hermite process

2025/09/15 by Petr Čoupek, Čoupek, Petr, Pavel Kříž +3 · 1 citation
Mathematics · #Mathematical Inequalities and Applications #Advanced Statistical Methods and Models #Mathematical functions and polynomials

paper · pdf · doi:10.48550/arxiv.2509.11737

Abstract

In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order k\inN with Hurst parameter H∈ (1/2,1) is defined and it is shown that the integral is of finite 1/H-variation.

Citations

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Cited by

• Stochastic Burgers Equation Driven by a Hermite Sheet with Additive Noise: Existence, Uniqueness, and Regularity

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