Meryem Slaoui

most citedBehavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs

11 citations · 12 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2019★ 11 cited

Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs

Meryem Slaoui, Ciprian A. Tudor

We consider the Wiener integral with respect to a $d$ -parameter Hermite process with Hurst multi-index $H = (H_{1}, \dots, H_{d}) \in (\frac{1}{2}, 1)^{d}$ and we…

math.PR2019

Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index

Meryem Slaoui, Ciprian A. Tudor

We study the convergence in distribution, as $H \to \frac{1}{2}$ and as $H \to 1$ , of the integral $\int_{R} f (u) d Z^{H} (u)$ , where $Z^{H}$ is a Rosenblatt process with se…

math.PR2019★ 1 cited

Generalized $k$ -variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

Radomyra Shevchenko, Meryem Slaoui, Ciprian A. Tudor

We analyze the generalized $k$ -variations for the solution to the wave equation driven by an additive Gaussian noise which behaves as a fractional Brownian with Hurst parameter $H>…

Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs

Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index

Generalized k-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

Generalized $k$ -variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus