Lavanya, M.; Vadivoo, B. Sundara; Sooppy Nisar, Kottakkaran Controllability analysis of neutral stochastic differential equation using \(\psi\)-Hilfer fractional derivative with Rosenblatt process. (English) Zbl 07965213 Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 19, 25 p. (2025). MSC: 34F05 34A08 34H05 34G10 93B05 × Cite Format Result Cite Review PDF Full Text: DOI
Čoupek, Petr; Kříž, Pavel; Maslowski, Bohdan Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes. (English) Zbl 07963477 Stochastic Processes Appl. 179, Article ID 104499, 20 p. (2025). MSC: 60H10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gamain, Julie; Tudor, Ciprian A. Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries. (English) Zbl 07956236 Random Matrices Theory Appl. 13, No. 4, Article ID 2450020, 27 p. (2024). MSC: 60B20 60F05 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Sottinen, Tommi; Sönmez, Ercan; Viitasaari, Lauri On the existence and regularity of local times. (English) Zbl 1548.60109 Electron. J. Probab. 29, Paper No. 107, 27 p. (2024). MSC: 60J55 60H07 65C30 60G22 60G15 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dhayal, Rajesh; Zhao, Yuxiao; Zhu, Quanxin; Wang, Zengyun; Karimi, Mohammad Approximate controllability of Atangana-Baleanu fractional stochastic differential systems with non-Gaussian process and impulses. (English) Zbl 07920717 Discrete Contin. Dyn. Syst., Ser. S 17, No. 9, 2706-2731 (2024). MSC: 93B05 26A33 93E03 93C27 60G12 × Cite Format Result Cite Review PDF Full Text: DOI
Xi, Daiqing; Pang, Tianxiao Change point in variance of fractionally integrated noise. (English) Zbl 1541.62243 Stat. Pap. 65, No. 4, 2397-2439 (2024). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Ahmed, Hamdy M. Study approximate controllability and null controllability of neutral delay Hilfer fractional stochastic integrodifferential system with Rosenblatt process. (English) Zbl 1544.93044 Math. Control Relat. Fields 14, No. 2, 434-448 (2024). MSC: 93B05 93C23 34K37 34K50 45J05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Yan, Zuomao Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process. (English) Zbl 1528.49023 Appl. Math. Optim. 89, No. 1, Paper No. 3, 34 p. (2024). MSC: 49K27 49N25 60H15 34A60 26A33 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Kpizim, Essozimna; Ezzinbi, Khalil; Vinodkumar, A.; Diop, Mamadou Abdoul Optimal controls for some implusive stochastic integrodifferential equations driven by Rosenblatt process. (English) Zbl 1538.49002 Electron. J. Math. Anal. Appl. 11, No. 1, 70-95 (2023). MSC: 49J20 60G22 47G20 35R12 47H10 × Cite Format Result Cite Review PDF Full Text: DOI
Ravikumar, K.; Ramkumar, K.; Ahmed, Hamdy M. Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and optimal control. (English) Zbl 1538.34326 Proyecciones 42, No. 3, 549-570 (2023). MSC: 34K50 34K37 34K30 34K07 45J05 34K40 × Cite Format Result Cite Review PDF Full Text: DOI
Kpizim, Essozimna; Dehigbe, Bertin; Kasinathan, Ramkumar; Kasinathan, Ravikumar; Diop, Mamadou Abdoul Approximate controllability of non-instantaneous impulsive stochastic integrodifferential equations driven by Rosenblatt process via resolvent operators. (English) Zbl 1534.93042 Cubo 25, No. 3, 467-495 (2023). Reviewer: Juan Ramón Torregrosa Sánchez (València) MSC: 93B05 93C27 47H10 47G20 60G20 45J05 × Cite Format Result Cite Review PDF Full Text: DOI
Diop, Amadou; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Kpizim, Essozimna Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process. (English) Zbl 1539.45005 Random Oper. Stoch. Equ. 31, No. 4, 371-387 (2023). Reviewer: Alexander Schnurr (Siegen) MSC: 45J05 45R05 60H20 47N20 × Cite Format Result Cite Review PDF Full Text: DOI
Lahmoudi, Ahmed; Lakhel, El Hassan Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay. (English) Zbl 1525.60074 Random Oper. Stoch. Equ. 31, No. 3, 225-244 (2023). MSC: 60H10 34F05 60H15 35R60 60H20 60H30 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Babayan, Nikolay M.; Ginovyan, Mamikon S. Asymptotic behavior of the prediction error for stationary sequences. (English) Zbl 1517.60040 Probab. Surv. 20, 664-721 (2023). MSC: 60G10 60G25 62M15 62M20 15A18 30C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kasinathan, Ravikumar; Kasinathan, Ramkumar; Chalishajar, Dimplekumar; Sandrasekaran, Varshini; Jain, Sonal Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process. (English) Zbl 1518.35009 Results Appl. Math. 18, Article ID 100366, 16 p. (2023). MSC: 35A02 35B35 47D06 60G15 93C25 × Cite Format Result Cite Review PDF Full Text: DOI
Assaad, Obayda; Diez, Charles-Phillipe; Tudor, Ciprian A. Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process. (English) Zbl 1528.60031 Stochastics 95, No. 2, 191-210 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G18 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Kasinathan, Ravikumar; Kasinathan, Ramkumar; Sandrasekaran, Varshini; Nieto, Juan J. Wellposedness and controllability results of stochastic integrodifferential equations with noninstantaneous impulses and Rosenblatt process. (English) Zbl 1541.60046 Fixed Point Theory Algorithms Sci. Eng. 2023, Paper No. 7, 23 p. (2023). MSC: 60H15 93B05 49J30 47J35 28B20 × Cite Format Result Cite Review PDF Full Text: DOI
Daw, Lara; Kerchev, George Fractal dimensions of the Rosenblatt process. (English) Zbl 1532.60073 Stochastic Processes Appl. 161, 544-571 (2023). MSC: 60G17 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fasen-Hartmann, Vicky; Mayer, Celeste Empirical spectral processes for stationary state space models. (English) Zbl 1508.60046 Stochastic Processes Appl. 155, 319-354 (2023). MSC: 60F17 60G51 60H10 62G20 62M15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dhayal, Rajesh; Francisco Gómez-Aguilar, José; Fernández-Anaya, Guillermo Optimal controls for fractional stochastic differential systems driven by Rosenblatt process with impulses. (English) Zbl 1531.93425 Optim. Control Appl. Methods 43, No. 2, 386-401 (2022). MSC: 93E20 93C15 93C27 60H10 34A08 34A37 × Cite Format Result Cite Review PDF Full Text: DOI
Hakkar, N.; Lavanya, M.; Debbouche, A.; Vadivoo, B. S. Nonlinear fractional order neutral-type stochastic integro-differential system with Rosenblatt process – a controllability exploration. (English) Zbl 1516.34119 Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 48, Spec. Iss., 68-83 (2022). MSC: 34K50 34K40 60H15 93B05 × Cite Format Result Cite Review PDF Full Text: DOI
Subramaniam, Saravanakumar Approximate controllability of Sobolev-type nonlocal Hilfer fractional stochastic differential system. (English) Zbl 1509.93054 Int. J. Dyn. Syst. Differ. Equ. 12, No. 5, 412-430 (2022). MSC: 93E03 93B05 35R11 34A08 26A33 60H10 60H15 60H20 × Cite Format Result Cite Review PDF Full Text: DOI
Benchaabane, Abbes Approximate controllability of impulsive stochastic systems driven by Rosenblatt process and Brownian motion. (English) Zbl 1516.34090 Ural Math. J. 8, No. 2, 59-70 (2022). MSC: 34G20 34H05 34F05 47N20 34A37 60H10 93B05 93C25 60J65 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Daw, Lara; Loosveldt, Laurent Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process. (English) Zbl 1515.60093 Electron. J. Probab. 27, Paper No. 152, 45 p. (2022). MSC: 60G18 60G22 42C40 26A16 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Balasubramaniam, P. Solvability of Atangana-Baleanu-Riemann (ABR) fractional stochastic differential equations driven by Rosenblatt process via measure of noncompactness. (English) Zbl 1498.34209 Chaos Solitons Fractals 157, Article ID 111960, 10 p. (2022). MSC: 34K37 26A33 34A08 47N20 47H08 × Cite Format Result Cite Review PDF Full Text: DOI
Babayan, N.; Ginovyan, M. On asymptotic behavior of the prediction error for a class of deterministic stationary sequences. (English) Zbl 1513.60038 Acta Math. Hung. 167, No. 2, 501-528 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G10 60G25 62M20 62M15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yu, Qian; Shen, Guangjun; Yin, Xiuwei Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. (English) Zbl 1500.60054 Stochastic Anal. Appl. 40, No. 6, 978-995 (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J65 60G18 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Garino, Valentin; Nourdin, Ivan; Vallois, Pierre Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. (English) Zbl 1514.60064 Electron. J. Probab. 27, Paper No. 130, 43 p. (2022). Reviewer: Nicolas Privault (Singapura) MSC: 60H05 60F05 60G15 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 1494.60058 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Komorowski, Tomasz; Talarczyk, Anna Non-Gaussian limit of a tracer motion in an incompressible flow. (English) Zbl 1498.60278 Stud. Math. 264, No. 1, 27-69 (2022). MSC: 60H25 60F17 60G18 76F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Salah, Hajji; Lakhel, El Hassan A note on controllability of impulsive neutral stochastic functional differential equations driven by a Rosenblatt process in a Hilbert space. (English) Zbl 1498.34206 Gulf J. Math. 12, No. 1, 62-80 (2022). Reviewer: Krishnan Balachandran (Coimbatore) MSC: 34K35 34K50 34K40 34K45 93B05 47N20 × Cite Format Result Cite Review PDF Full Text: Link
Ahmed, Hamdy M. Noninstantaneous impulsive conformable fractional stochastic delay integro-differential system with Rosenblatt process and control function. (English) Zbl 1480.93033 Qual. Theory Dyn. Syst. 21, No. 1, Paper No. 15, 22 p. (2022). MSC: 93B05 93C27 26A33 34K50 35R60 45K05 × Cite Format Result Cite Review PDF Full Text: DOI
Kerchev, George; Nourdin, Ivan; Saksman, Eero; Viitasaari, Lauri Local times and sample path properties of the Rosenblatt process. (English) Zbl 07984366 Stochastic Processes Appl. 131, 498-522 (2021). MSC: 60G18 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yahia, Rakia Ahmed; Benchaabane, Abbes; Zeghdoudi, Halim Existence results for second-order neutral stochastic equations driven by Rosenblatt process. (English) Zbl 1513.93012 Methods Funct. Anal. Topol. 27, No. 4, 384-400 (2021). MSC: 93B05 93E03 93C27 93C23 34K50 60G12 × Cite Format Result Cite Review PDF Full Text: DOI
Dhayal, Rajesh; Malik, Muslim Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses. (English) Zbl 1498.34199 Chaos Solitons Fractals 151, Article ID 111292, 11 p. (2021). MSC: 34K30 34A08 34K45 60G18 93B05 × Cite Format Result Cite Review PDF Full Text: DOI
Araya, Héctor; Garzón, Johanna; Roa, Tania Non symmetric Rosenblatt process over a compact. (English) Zbl 07532212 Commun. Stat., Theory Methods 50, No. 23, 5517-5529 (2021). MSC: 60G18 60G12 62M86 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Benkabdi, Youssef; Lakhel, E. Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay. (English) Zbl 1480.93036 Random Oper. Stoch. Equ. 29, No. 4, 237-250 (2021). MSC: 93B05 60H15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Dhayal, Rajesh; Malik, Muslim Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps. (English) Zbl 1490.60152 J. Eng. Math. 130, Paper No. 11, 18 p. (2021). MSC: 60H10 34A08 34A37 60G18 93B05 × Cite Format Result Cite Review PDF Full Text: DOI
Ahmed, Hamdy M. Conformable fractional stochastic differential equations with control function. (English) Zbl 1480.93402 Syst. Control Lett. 158, Article ID 105062, 9 p. (2021). MSC: 93E03 93C05 93C23 34K50 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Babayan, Nikolay M.; Ginovyan, Mamikon S.; Taqqu, Murad S. Extensions of Rosenblatt’s results on the asymptotic behavior of the prediction error for deterministic stationary sequences. (English) Zbl 1489.60052 J. Time Ser. Anal. 42, No. 5-6, 622-652 (2021). MSC: 60G10 60G25 62M15 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A. Limiting behavior of large correlated Wishart matrices with chaotic entries. (English) Zbl 1480.60008 Bernoulli 27, No. 2, 1077-1102 (2021). MSC: 60B20 60F05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barrientos, Andrés F.; Canale, Antonio A Bayesian goodness-of-fit test for regression. (English) Zbl 1510.62203 Comput. Stat. Data Anal. 155, Article ID 107104, 14 p. (2021). MSC: 62G10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Saravanakumar, Subramaniam; Balasubramaniam, Pagavathigounder Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps. (English) Zbl 07446866 Int. J. Nonlinear Sci. Numer. Simul. 21, No. 7-8, 727-737 (2020). MSC: 93B05 34A08 47H10 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Babayan, N. M.; Ginovyan, M. S. On hyperbolic decay of prediction error variance for deterministic stationary sequences. (English) Zbl 1456.60077 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76-95 (2020) and Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 2, 9-34 (2020). MSC: 60G10 60G25 62M15 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Mahamat Hassan, Mahamat Hamit; Diop, Mamadou Abdoul; Kasinathan, Ramkumar; Kasinathan, Ravikumar Existence, global attracting sets and exponential decay of solution to stochastic functional integro-differential equations driven by Rosenblatt process. (English) Zbl 1474.60164 Electron. J. Math. Anal. Appl. 8, No. 2, 38-59 (2020). MSC: 60H15 × Cite Format Result Cite Review PDF Full Text: Link
Ayache, Antoine Lower bound for local oscillations of Hermite processes. (English) Zbl 1444.60028 Stochastic Processes Appl. 130, No. 8, 4593-4607 (2020). MSC: 60G17 60G18 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kasinathan, Ravikumar; Kasinathan, Ramkumar; Hamit, Mahamat Hassan Mahamat; Diop, Mamadou Abdoul Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process. (English) Zbl 1437.35710 Nonauton. Dyn. Syst. 7, No. 1, 1-21 (2020). MSC: 35R60 35R09 60H15 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Shevchenko, Radomyra; Tudor, Ciprian A. Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 1434.60167 Stat. Inference Stoch. Process. 23, No. 1, 227-247 (2020). MSC: 60H15 60H07 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shen, Guangjun; Sakthivel, R.; Ren, Yong; Li, Mengyu Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process. (English) Zbl 1450.34058 Collect. Math. 71, No. 1, 63-82 (2020). MSC: 34K37 34K30 34K50 34K20 34K35 93B05 47N20 34K40 × Cite Format Result Cite Review PDF Full Text: DOI
Dhanalakshmi, K.; Balasubramaniam, P. Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process. (English) Zbl 1440.60049 Stochastic Anal. Appl. 38, No. 2, 352-372 (2020). MSC: 60H10 60H05 34A08 45M10 × Cite Format Result Cite Review PDF Full Text: DOI
Caraballo, Tomás; Ogouyandjou, Carlos; Allognissode, Fulbert Kuessi; Diop, Mamadou Abdoul Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process. (English) Zbl 1435.34074 Discrete Contin. Dyn. Syst., Ser. B 25, No. 2, 507-528 (2020). MSC: 34K30 34K20 34K40 34K45 34K50 60H10 45K05 47N20 × Cite Format Result Cite Review PDF Full Text: DOI
El Hassan, Lakhel Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays. (English) Zbl 1454.60091 Proyecciones 38, No. 4, 665-689 (2019). MSC: 60H15 60G15 60H20 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Slaoui, Meryem; Tudor, C. A. The linear stochastic heat equation with Hermite noise. (English) Zbl 1436.60054 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22, No. 3, Article ID 1950022, 23 p. (2019). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Lakhel, El Hassan; Tlidi, Abdelmonaim Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays. (English) Zbl 1439.60062 Random Oper. Stoch. Equ. 27, No. 4, 213-223 (2019). MSC: 60H15 60G18 60G22 60H20 × Cite Format Result Cite Review PDF Full Text: DOI
Saravanakumar, S.; Balasubramaniam, P. On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process. (English) Zbl 1428.34022 Stochastic Anal. Appl. 37, No. 6, 955-976 (2019). MSC: 34A08 60H10 34G20 34F05 47N20 34A37 × Cite Format Result Cite Review PDF Full Text: DOI
Sang, Liheng; Lv, Wenhua; Tang, Zheng Stochastic evolution equations driven by Rosenblatt process in a Hilbert space with finite delay. (Chinese. English summary) Zbl 1438.60080 Chin. J. Eng. Math. 36, No. 3, 309-321 (2019). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Slaoui, M.; Tudor, C. A. Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. (English) Zbl 1488.60136 Theory Probab. Math. Stat. 98, 183-198 (2019) and Teor. Jmovirn. Mat. Stat. 98, 173-187 (2018). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Lagnoux, Agnès; Nguyen, Thi Mong Ngoc; Proïa, Frédéric On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes. (English) Zbl 1422.62284 ESAIM, Probab. Stat. 23, 464-491 (2019). MSC: 62M10 62G08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Diop, Mamadou Abdoul; Amoussou, Amour Toffodji Gbaguidi; Ogouyandjou, Carlos; Sakthivel, Rathinasamy Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations. (English) Zbl 1478.60183 Nonlinear Anal., Model. Control 24, No. 4, 523-544 (2019). MSC: 60H15 60H10 60G22 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Treszczotko, Łukasz Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order. (English) Zbl 1410.60042 Stoch. Dyn. 19, No. 1, Article ID 1950001, 23 p. (2019). MSC: 60G18 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lupaşcu-Stamate, Oana; Tudor, Ciprian A. Rosenblatt Laplace motion. (English) Zbl 1488.60073 Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019). MSC: 60G07 60G18 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Aurzada, F.; Mönch, C. Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. (English) Zbl 1442.60041 Theory Probab. Appl. 63, No. 4, 664-670 (2019) and Teor. Veroyatn. Primen. 63, No. 4, 817-826 (2018). MSC: 60G15 60G22 60F05 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Liping; Li, Zhi Neutral fractional stochastic differential equations driven by Rosenblatt process. (English) Zbl 1424.35366 J. Partial Differ. Equations 31, No. 2, 159-176 (2018). MSC: 35R60 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Boufoussi, B.; Lakhel, E.; Tlidi, A. Neutral stochastic functional differential evolution equations with varying-time delays driven by Rosenblatt process in Hilbert spaces. (English) Zbl 1420.60079 Gulf J. Math. 6, No. 1, 89-103 (2018). MSC: 60H15 60G18 × Cite Format Result Cite Review PDF
Čoupek, Petr; Maslowski, Bohdan; Šnupárková, Jana SPDEs with Volterra noise. (English) Zbl 1405.60085 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 147-158 (2018). MSC: 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Čoupek, Petr; Maslowski, Bohdan; Ondreját, Martin \(L^p\)-valued stochastic convolution integral driven by Volterra noise. (English) Zbl 1417.60044 Stoch. Dyn. 18, No. 6, Article ID 1850048, 22 p. (2018). MSC: 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Guo; Li, Chujin Stochastic Fubini theorem with respect to Rosenblatt process. (English) Zbl 1413.60044 Math. Appl. 31, No. 2, 474-479 (2018). MSC: 60H05 60G18 × Cite Format Result Cite Review PDF
Diu Tran, T. T. Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes. (English) Zbl 1397.60060 Stoch. Dyn. 18, No. 4, Article ID 1850028, 18 p. (2018). MSC: 60F05 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Čoupek, P. Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise. (English) Zbl 1390.60227 Stochastic Anal. Appl. 36, No. 3, 393-412 (2018). MSC: 60H15 60H05 35R60 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sakthivel, R.; Revathi, P.; Ren, Yong; Shen, Guangjun Retarded stochastic differential equations with infinite delay driven by Rosenblatt process. (English) Zbl 1392.60054 Stochastic Anal. Appl. 36, No. 2, 304-323 (2018). Reviewer: Xiaohu Wang (Chengdu) MSC: 60H10 34K50 34K30 60G18 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Zhi; Yan, Litan; Zhou, Xianghui Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process. (English) Zbl 1390.60241 Front. Math. China 13, No. 1, 87-105 (2018). MSC: 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Bell, Denis; Nualart, David Noncentral limit theorem for the generalized Hermite process. (English) Zbl 1386.60190 Electron. Commun. Probab. 22, Paper No. 66, 13 p. (2017). MSC: 60H05 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Yan, Litan; Lu, Xiaoping; Li, Yumiao Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process. (Chinese. English summary) Zbl 1389.62030 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30-37, 60 (2017). MSC: 62F10 60G18 60J60 × Cite Format Result Cite Review PDF
Yan, Litan; Li, Yumiao; Wu, Di Approximation of the Rosenblatt process by semimartingales. (English) Zbl 1368.60041 Commun. Stat., Theory Methods 46, No. 9, 4556-4578 (2017). MSC: 60G15 60G18 60F25 × Cite Format Result Cite Review PDF Full Text: DOI
Didier, Gustavo; Zhang, Kui The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments. (English) Zbl 1370.92039 J. Time Ser. Anal. 38, No. 3, 395-416 (2017). MSC: 92C35 62P10 82B31 74F10 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Andrade, P.; Rifo, L. Long-range dependence and approximate Bayesian computation. (English) Zbl 1361.60024 Commun. Stat., Simulation Comput. 46, No. 2, 1219-1237 (2017). MSC: 60G10 62F15 62M09 60G22 60G18 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Guangjun; Yin, Xiuwei; Wang, Jun Weak convergence to the Rosenblatt sheet in Besov spaces. (Chinese. English summary) Zbl 1499.60068 Sci. Sin., Math. 46, No. 6, 817-830 (2016). MSC: 60F05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Basse-O’Connor, Andreas; Weber, Michel On the \(\Phi\)-variation of stochastic processes with exponential moments. (English) Zbl 1352.60057 Trans. Lond. Math. Soc. 3, No. 1, 1-27 (2016). Reviewer: Alexander Schnurr (Siegen) MSC: 60G17 60G15 60G18 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nourdin, Ivan; Zintout, Rola Cross-variation of Young integral with respect to long-memory fractional Brownian motions. (English) Zbl 1343.60067 Probab. Math. Stat. 36, No. 1, 35-46 (2016). MSC: 60H05 60G22 60F17 60F05 60H10 60G15 60G18 60H07 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Lakhel, El Hassan Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps. (English) Zbl 1338.60159 Random Oper. Stoch. Equ. 24, No. 2, 113-127 (2016). MSC: 60H15 60H10 60H20 34K50 60G55 60G18 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Arras, Benjamin A white noise approach to stochastic integration with respect to the Rosenblatt process. (English) Zbl 1331.60093 Potential Anal. 43, No. 4, 547-591 (2015). MSC: 60H05 60H40 60H07 60G12 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krein, Christian Drift estimation with non-Gaussian noise using Malliavin calculus. (English) Zbl 1335.60124 Electron. J. Stat. 9, No. 2, 2976-3045 (2015). MSC: 60H30 60H07 62M09 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna From intersection local time to the Rosenblatt process. (English) Zbl 1346.60135 J. Theor. Probab. 28, No. 3, 1227-1249 (2015). Reviewer: Erich Häusler (Gießen) MSC: 60K35 60J55 60H40 60F17 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yan, Litan; Li, Yumiao; Wu, Di Approximating the Rosenblatt process by multiple Wiener integrals. (English) Zbl 1327.60112 Electron. Commun. Probab. 20, Paper No. 11, 16 p. (2015). MSC: 60H05 60G18 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Guangjun; Yin, Xiuwei; Zhu, Dongjin Weak convergence to Rosenblatt sheet. (English) Zbl 1321.60042 Front. Math. China 10, No. 4, 985-1004 (2015). MSC: 60F05 60F17 60G60 60G55 60G50 60G18 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Rong-Mao; Sin, Chor-yiu (CY); Ling, Shiqing On functional limits of short- and long-memory linear processes with GARCH(1,1) noises. (English) Zbl 1327.60089 Stochastic Processes Appl. 125, No. 2, 482-512 (2015). MSC: 60F17 60G52 60J65 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Shen, Guangjun; Ren, Yong Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space. (English) Zbl 1311.60073 J. Korean Stat. Soc. 44, No. 1, 123-133 (2015). MSC: 60H15 60G18 35R60 60H20 × Cite Format Result Cite Review PDF Full Text: DOI
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. (English) Zbl 1310.42023 ESAIM, Probab. Stat. 18, 42-76 (2014). Reviewer: Manfred Tasche (Rostock) MSC: 42C40 60G20 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nourdin, Ivan; Taqqu, Murad S. Central and non-central limit theorems in a free probability setting. (English) Zbl 1314.46077 J. Theor. Probab. 27, No. 1, 220-248 (2014). MSC: 46L54 60H05 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bardet, Jean-Marc; Tudor, Ciprian Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (English) Zbl 1298.60045 J. Multivariate Anal. 131, 1-16 (2014). MSC: 60G18 60F05 60H05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Shevchenko, G. M. Local times for multifractional square Gaussian processes. (English) Zbl 1313.60075 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2013, No. 4, 27-31 (2013). MSC: 60G22 × Cite Format Result Cite Review PDF Full Text: arXiv
Zintout, Rola The total variation distance between two double Wiener-Itô integrals. (English) Zbl 1308.60070 Stat. Probab. Lett. 83, No. 10, 2160-2167 (2013). Reviewer: Fraser Daly (Edinburgh) MSC: 60H05 60H07 60G15 60F05 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Tudor, Ciprian A. Analysis of variations for self-similar processes. A stochastic calculus approach. (English) Zbl 1308.60004 Probability and Its Applications. Cham: Springer (ISBN 978-3-319-00935-3/hbk; 978-3-319-00936-0/ebook). xi, 268 p. (2013). Reviewer: Michael Högele (Berlin) MSC: 60-02 60G18 60G22 60H07 60H15 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Lahiri, Soumendra N.; Mukhopadhyay, Subhadeep A penalized empirical likelihood method in high dimensions. (English) Zbl 1373.62132 Ann. Stat. 40, No. 5, 2511-2540 (2012). MSC: 62G05 62G20 62E20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Mikami, Toshio A characterization of the Knothe-Rosenblatt processes by a convergence result. (English) Zbl 1252.93137 SIAM J. Control Optim. 50, No. 4, 1903-1920 (2012). MSC: 93E20 49L25 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Maejima, M.; Tudor, C. A. Selfsimilar processes with stationary increments in the second Wiener chaos. (English) Zbl 1261.60041 Probab. Math. Stat. 32, No. 1, 167-186 (2012). Reviewer: Peter Kern (Düsseldorf) MSC: 60G18 60F05 60H05 × Cite Format Result Cite Review PDF Full Text: Link
Gu, Yu; Bal, Guillaume Random homogenization and convergence to integrals with respect to the Rosenblatt process. (English) Zbl 1252.34062 J. Differ. Equations 253, No. 4, 1069-1087 (2012). Reviewer: Vasile Dragan (Bucureşti) MSC: 34F05 34E15 60G22 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Chao; Sun, Liya; Yan, Litan An approximation to the Rosenblatt process using martingale differences. (English) Zbl 1244.60041 Stat. Probab. Lett. 82, No. 4, 748-757 (2012). MSC: 60G18 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Garzón, Johanna; Torres, Soledad; Tudor, Ciprian A. A strong convergence to the Rosenblatt process. (English) Zbl 1248.60043 J. Math. Anal. Appl. 391, No. 2, 630-647 (2012). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G18 60H05 60F15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv