Fractional Laplace motion
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Publication:5480007
DOI10.1239/aap/1151337079zbMath1100.60017OpenAlexW2079486431MaRDI QIDQ5480007
Krzysztof Podgórski, Mark M. Meerschaert, Tomasz J. Kozubowski
Publication date: 25 July 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1151337079
Infinitely divisible distributions; stable distributions (60E07) General theory of stochastic processes (60G07) Self-similar stochastic processes (60G18)
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Some limit results on supremum of Shepp statistics for fractional Brownian motion, Fractional Brownian motion time-changed by gamma and inverse gamma process, Random diffusivity models for scaled Brownian motion, Fractional Gamma and Gamma-Subordinated Processes, Linnik Lévy process and some extensions, Fractional Lévy stable motion time-changed by gamma subordinator, On the asymptotics of supremum distribution for some iterated processes, Itô's formula for Gaussian processes with stochastic discontinuities, Variance gamma (nonlocal) equations, Fractional reproduction-dispersal equations and heavy tail dispersal kernels, Exact asymptotics of supremum of a stationary Gaussian process over a random interval, Asymptotics of supremum distribution of a Gaussian process over a Weibullian time, A bivariate Lévy process with negative binomial and gamma marginals, Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals, Rosenblatt Laplace motion, Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators, Extremes of Shepp statistics for fractional Brownian motion, Limit theorems for supremum of Gaussian processes over a random interval, Generalized fractional Laplace motion, Fractional Discrete Processes: Compound and Mixed Poisson Representations, Fractional normal inverse Gaussian process, Codifference as a practical tool to measure interdependence, Tempered positive Linnik processes and their representations, Tempered Mittag-Leffler Lévy processes
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