## 統計数学セミナー

担当者 吉田朋広、荻原哲平、小池祐太 http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/ 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

### 2017年11月02日(木)

14:00-15:10   数理科学研究科棟(駒場) 052号室
Tudor Ciprian 氏 (Université Lille 1)
Hermite processes and sheets
[ 講演概要 ]
The Hermite process of order $\geq 1$ is a self-similar stochastic process with stationary increments living in the $q$th Wiener chaos. The class of Hermite processes includes the fractional Brownian motion (for $q=1$) and the Rosenblatt process (for $q=2$). We present the basic properties of these processes and we introduce their multiparameter version. We also discuss the behavior with respect to the self-similarity index and the possibility so solve stochastic equations with Hermite noise.