Sistemas Dinâmicos e Estocásticos - Hermite processes and the heat equation.

The Hermite processes are self-similar stochastic processes with stationary increments. The class of
Hermite processes includes the fractional Brownian motion, which is the only Gaussian Hermite process,
and the Rosenblatt process.
We analyze the solution to the heat equation driven by a multiparameter Hermite process. This
solution is an element of the qth Wiener chaos. We discuss various properties of the solution, such as the
necessary and sucient condition for its existence, self-similarity, variation and regularity of its sample
paths. We will also focus on the probability distribution of the solution.