25 citations · 25 across the 3 of their papers we have counts for
4 papers
On the -variation of the divergence integral with respect to a Hermite process
Petr Čoupek, Pavel Kříž, Matěj Svoboda
In this paper, a divergence-type integral of a random integrand with respect to the Hermite process of order with Hurst parameter is defined and it…
Differential equations driven by Besov-Orlicz paths
Petr Čoupek, František Hendrych, Jakub Slavík
In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^α_{Φ_β,q}\quad\mbox{ for }\quad α\in (1/3,1/2],\,\quad Φ_β(x) \sim \mat…
A Stochastic Calculus for Rosenblatt Processes
Petr Čoupek, Tyrone E. Duncan, Bozenna Pasik-Duncan
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stocha…
-valued stochastic convolution integral driven by Volterra noise
Petr Čoupek, Bohdan Maslowski, Martin Ondreját
Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space . The corresponding regulari…