Q3303406 (Q3303406): Difference between revisions

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+MaRDI publication profile
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+Weak convergence towards two independent Gaussian processes from a unique Poisson process
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+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
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+Q3755956
@@ Property / cites work: Q3755956 / rank @@
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Introduction to Probability and Stochastic Processes with Applications
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+Sub-fractional Brownian motion and its relation to occupation times
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+A long range dependence stable process and an infinite variance branching system
+Normal rank
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+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
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+Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
+Normal rank
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+Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
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+Large deviations for the occupation time functional of a Poisson system of independent Brownian particles
+Normal rank
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+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
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+Convergence to Weighted Fractional Brownian Sheets
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+A strong convergence to the Rosenblatt process
@@ Property / cites work: A strong convergence to the Rosenblatt process / rank @@
+Normal rank
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+Q4472937
@@ Property / cites work: Q4472937 / rank @@
+Normal rank
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+Q3956129
@@ Property / cites work: Q3956129 / rank @@
+Normal rank
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+Q5674160
@@ Property / cites work: Q5674160 / rank @@
+Normal rank
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+A weighted occupation time for a class of measure-valued branching processes
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@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+A decomposition of the bifractional Brownian motion and some applications
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@@ Property / cites work @@
+Q2905818
@@ Property / cites work: Q2905818 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the Rosenblatt process
@@ Property / cites work: On the distribution of the Rosenblatt process / rank @@
+Normal rank
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+Multiple Wiener-Ito integrals. With applications to limit theorems
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
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@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Q3305198
@@ Property / cites work: Q3305198 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4811448
@@ Property / cites work: Q4811448 / rank @@
+Normal rank
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+Singularity of Subfractional Brownian Motions with Different Hurst Indices
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+The equivalence of ergodicity and weak mixing for infinitely divisible processes
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+Q3645508
@@ Property / cites work: Q3645508 / rank @@
+Normal rank
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+On bifractional Brownian motion
@@ Property / cites work: On bifractional Brownian motion / rank @@
+Normal rank
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+Long Range Dependence
@@ Property / cites work: Long Range Dependence / rank @@
+Normal rank
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
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+Fractional Brownian motion, random walks and binary market models
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence of integrated processes of arbitrary Hermite rank
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+Selected Works of Murray Rosenblatt
@@ Property / cites work: Selected Works of Murray Rosenblatt / rank @@
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@@ Property / cites work @@
+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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@@ Property / cites work @@
+Some properties of the sub-fractional Brownian motion
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@@ Property / cites work @@
+Analysis of the Rosenblatt process
@@ Property / cites work: Analysis of the Rosenblatt process / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
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+Sample path properties of bifractional Brownian motion
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@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
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+Properties and numerical evaluation of the Rosenblatt distribution
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