Generalized Hermite process: tempering, properties and applications
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Cites work
- Analysis of the rosenblatt process
- Analysis of variations for self-similar processes. A stochastic calculus approach
- Cumulants on the Wiener space
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- Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process
- scientific article; zbMATH DE number 1808203 (Why is no real title available?)
- scientific article; zbMATH DE number 3136006 (Why is no real title available?)
- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
- Long-Range Dependence and Self-Similarity
- Multiple stochastic integrals with dependent integrators
- Multiple Wiener-Itô integrals. With applications to limit theorems
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- Rosenblatt Laplace motion
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)
- Stochastic integration for tempered fractional Brownian motion
- Tempered fractional Brownian and stable motions of second kind
- Tempered fractional Brownian motion
- Tempered fractional calculus
- Tempered fractional multistable motion and tempered multifractional stable motion
- Tempered fractional stable motion
- Tempered Hermite process
- The Malliavin Calculus and Related Topics
- Wiener integrals with respect to the two-parameter tempered Hermite random fields
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