Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Théorèmes limites pour certaines fonctionnelles associées aux processus stables dans une classe d'espaces de besov / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuity of local times for L�vy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions for the continuity of local time of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximation of additive functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Occupation Times for Markoff Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local nondeterminism and local times for stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields / rank
 
Normal rank

Revision as of 20:00, 3 July 2024

scientific article
Language Label Description Also known as
English
Occupation time problems for fractional Brownian motion and some other self-similar processes
scientific article

    Statements

    Occupation time problems for fractional Brownian motion and some other self-similar processes (English)
    0 references
    0 references
    22 February 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    fractional Brownian motion
    0 references
    self-similar process
    0 references
    fractional derivative, Hilbert transform
    0 references
    local time
    0 references
    strong approximation
    0 references
    strong topology
    0 references