Multiparameter Processes
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Brownian sheet random walksGaussian random variableslimit theoremsmultiparameter martingalesone- and multiparameter Markov processespotential theoryrandom fieldsrandom walks
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Martingales with continuous parameter (60G44) Sums of independent random variables; random walks (60G50) Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Brownian motion (60J65)
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Cited in
(only showing first 100 items - show all)- Level sets of the stochastic wave equation driven by a symmetric Lévy noise
- Local times of multifractional Brownian sheets
- The fractional stochastic heat equation on the circle: Time regularity and potential theory
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- Uniform dimension results for Gaussian random fields
- Set-indexed Brownian motion on increasing paths
- Intersections of Brownian motions
- Mutual intersection for rough differential systems driven by fractional Brownian motions
- Volterra-type Ornstein-Uhlenbeck processes in space and time
- Stationary increments harmonizable stable fields: upper estimates on path behaviour
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
- On limit theorems for fields of martingale differences
- Lévy processes: capacity and Hausdorff dimension
- Potential theory for hyperbolic SPDEs.
- Linear SPDEs driven by stationary random distributions
- Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
- Statistical consistency of the data association problem in multiple target tracking
- The dimension of the range of a transient random walk
- Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces
- Maximal moments and uniform modulus of continuity for stable random fields
- Rate of convergence of uniform transport processes to a Brownian sheet
- Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
- An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
- Recent advances on eigenvalues of matrix-valued stochastic processes
- A stochastically perturbed fluid-structure interaction problem modeled by a stochastic viscous wave equation
- Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
- Optimal inference with a multidimensional multiscale statistic
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
- A linear stochastic biharmonic heat equation: hitting probabilities
- Regularity of an abstract Wiener integral
- Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
- Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
- Newton's method for nonlinear stochastic wave equations
- Bounds on the probability of radically different opinions
- On intersections of independent space-time anisotropic Gaussian fields
- Hausdorff measure of the range of space-time anisotropic Gaussian random fields
- Lévy-driven causal CARMA random fields
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- Independence times for iid sequences, random walks and Lévy processes
- Dense blowup for parabolic SPDEs
- On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
- A characterization of the finiteness of perpetual integrals of Lévy processes
- Leap-frog method for stochastic functional wave equations
- Local times of linear multifractional stable sheets
- Confidence bands for multivariate and time dependent inverse regression models
- Multiple points of the Brownian sheet in critical dimensions
- Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
- A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
- Stochastic 2-microlocal analysis
- Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
- Moment conditions in strong laws of large numbers for multiple sums and random measures
- Dynkin's isomorphism theorem and the stochastic heat equation
- Extreme value theory with operator norming
- Generalized dimensions of images of measures under Gaussian processes
- Confidence regions for images observed under the Radon transform
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Hausdorff dimension of the contours of symmetric additive Lévy processes
- Dynamical percolation on general trees
- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
- Recurrent lines in two-parameter isotropic stable Lévy sheets
- Level crossings of a two-parameter random walk
- Uniform modulus of continuity of random fields
- Global C^1 regularity of the value function in optimal stopping problems
- Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity
- Limit theorems for weighted Bernoulli random fields under Hannan's condition
- Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
- Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
- Multivariate subordination of Markov processes with financial applications
- Fractional Brownian sheets run with nonlinear clocks
- Fractal dimensions of rough differential equations driven by fractional Brownian motions
- Properties of strong local nondeterminism and local times of stable random fields
- Hitting probabilities for nonlinear systems of stochastic waves
- Fluctuations in the homogenization of semilinear equations with random potentials
- Hitting probabilities of a class of Gaussian random fields
- Probabilistic choice with an infinite set of options: an approach based on random sup measures
- Sample paths properties of the set-indexed fractional Brownian motion
- A group action on increasing sequences of set-indexed Brownian motions
- Images of the Brownian sheet
- Lévy-based Cox point processes
- Covering a connected curve on the torus with squares
- Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
- scientific article; zbMATH DE number 3971895 (Why is no real title available?)
- scientific article; zbMATH DE number 3978063 (Why is no real title available?)
- Vector-valued tree martingales
- On the asymptotic normality of kernel density estimators for causal linear random fields
- Quantifying identifiability in independent component analysis
- scientific article; zbMATH DE number 524746 (Why is no real title available?)
- Critical Brownian sheet does not have double points
- scientific article; zbMATH DE number 1981888 (Why is no real title available?)
- Confidence regions for spatial excursion sets from repeated random field observations, with an application to climate
- Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
- scientific article; zbMATH DE number 194998 (Why is no real title available?)
- Brownian motion and thermal capacity
- On the functional of action for multiparameter random fields
- Some properties of multiparameter random fields
- Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
- Local Hölder regularity for set-indexed processes
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