Almost sure oscillation of certain random processes
DOI10.2307/3318523zbMATH Open0885.60018OpenAlexW4229628906MaRDI QIDQ1815789FDOQ1815789
Authors: Jean-Marc Azaïs, Mario Wschebor 
Publication date: 1 April 1998
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1178291722
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Gaussian processmartingalesfractional Brownian motionoccupation measurestable processesalmost sure oscillationsymmetric stable law
Central limit and other weak theorems (60F05) Sample path properties (60G17) Stochastic processes (60G99)
Cited In (22)
- Generalized Lorenz curves and convexifications of stochastic processes
- Approximation of the occupation measure of Lévy processes
- Oscillation of modes of some semi-stable Lévy processes
- Estimation in models driven by fractional Brownian motion
- Some new almost sure results on the functional increments of the uniform empirical process
- Generalized grey Brownian motion local time: existence and weak approximation
- Estimating the Hurst parameter
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- Convex rearrangements of Lévy processes
- Rearrangements of Gaussian fields
- Gaussian and non-Gaussian processes of zero power variation
- On the Probability Density Functions and the Oscillations
- On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion
- Oscillations of the random argument of a Wiener process in the Skorokhod representation
- Sample path properties of bifractional Brownian motion
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- Large deviations and Wschebor's theorems
- Convergence of the increments of a stochastic integral associated to the stochastic wave equation
- Almost sure weak convergence of the increments of Lévy processes
- Smoothing and occupation measures of stochastic processes
- Z-theorems: Limits of stochastic equations
- Oscillation of the realization of bounded almost-sure Gaussian sequences
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