most citedWiener integrals with respect to the Hermite random field and applications to the wave equation

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math.PR2016★ 14 cited

Wiener integrals with respect to the Hermite random field and applications to the wave equation

Jorge Clarke de La Cerda, Ciprian A. Tudor

The Hermite random field has been introduced as a limit of some weighted Hermite variations of the fractional Brownian sheet. In this work we define it as a multiple integral with…