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math.PR2025
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…
math.PR2024
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
Petr Čoupek, Pavel Kříž, Bohdan Maslowski
In this paper, we study parameter identification for solutions to (possibly non-linear) SDEs driven by additive Rosenblatt process and singularity of the induced laws on the path s…