Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
Résumé
Via Malliavin calculus, we analyze the limit behavior in distribution of the spatial wavelet variation for the solution to the stochastic linear wave equation with fractional Gaussian noise in time and white noise in space. We propose a wavelet-type estimator for the Hurst parameter of the this solution and we study its asymptotic properties.