106 citations · 443 across the 89 of their papers we have counts for
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math.PR2015★ 1 cited
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Yanghui Liu, Eulalia Nualart, Samy Tindel
We consider a stochastic differential equation with additive fractional noise with Hurst parameter , and a non-linear drift depending on an unknown parameter. We show the Lo…
math.PR2015★ 5 cited
Stochastic heat equation with rough dependence in space
Yaozhong Hu, Jingyu Huang, Khoa Lê +2
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian mo…