2 papers
math.PR2020
Intermittency for the Parabolic Anderson model of Skorohod type driven by a rough noise
Nicolas Ma, David Nualart, Panqiu Xia
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter . By using the Feynman-Kac…
math.PR2018
Rate of convergence for the weighted Hermite variations of the fractional Brownian motion
Nicholas Ma, David Nualart
In this paper we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the t…