Wiener integrals with respect to the two-parameter tempered Hermite random fields
Probability
2022-04-05 v2
Abstract
The two-parameter tempered Hermite field modifies the power law kernel in the moving average representation of the Hermite field by adding an exponential tempering. This paper develops the basic theory of two-parameter tempered Hermite field, including moving average, sample path properties, spectral representations and the theory of Wiener stochastic integration with respect to the two-parameter tempered Hermite field of order one.
Cite
@article{arxiv.1804.10086,
title = {Wiener integrals with respect to the two-parameter tempered Hermite random fields},
author = {Atef Lechiheb},
journal= {arXiv preprint arXiv:1804.10086},
year = {2022}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1407.4109 by other authors