5 papers
Quartic variation of the solution to the semilinear stochastic heat equation: limit behavior and asymptotic independence with respect to the data
I Cîmpean, Yassine Nachit, Ciprian A Tudor
This work concerns the limit behavior of the quartic variation (i.e., the power variation of order four) with respect to the time variable of the solution to the semilinear stochas…
Malliavin smoothness of the Rosenblatt process
Laurent Loosveldt, Yassine Nachit, Ivan Nourdin +1
We investigate the smoothness of the densities of the finite-dimensional distributions of the Rosenblatt process. Within the Malliavin calculus framework, we prove that Rosenblatt…
Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
Laurent Loosveldt, Yassine Nachit, Ivan Nourdin +1
We investigate the existence of densities for finite-dimensional distributions of Hermite processes of order \(q \ge 1\) and self-similarity parameter \(H\in(\frac12,1)\). Whereas…
Local times for systems of non-linear stochastic heat equations
Brahim Boufoussi, Yassine Nachit
We consider the solution to a system of non-linear stochastic heat equations in spatial dimension one driven by a -dimensional space-time whi…
On the Besov regularity of the bifractional Brownian motion
Brahim Boufoussi, Yassine Nachit
Our aim in this paper is to improve Hölder continuity results for the bifractional Brownian motion (bBm) with and . We prove that alm…