Studies stochastic differential equations driven by the Rosenblatt process, suggesting new insights into non-Gaussian phenomena.
The Rosenblatt process is a non-Gaussian self-similar process residing in the second Wiener chaos. It emerges as the limit of correlated random sequences in "non-central limit theorems." It shares the same covariance function as fractional Brownian motion. In this paper, we studied a class of one-dimensional stochastic differential equations driven by the Rosenblatt process with Hurst parameter 12
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Benkaddour et al. (2026) studied this question.
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