Local time and related sample paths of filtered white noises
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Publication:2464587
DOI10.5802/AMBP.228zbMATH Open1144.60029OpenAlexW2328372609MaRDI QIDQ2464587FDOQ2464587
Authors: Raby Guerbaz
Publication date: 2 January 2008
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_2007__14_1_77_0
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- Identification of filtered white noises
- On the local time of multifractional Brownian motion
- Sample function properties of multi-parameter stable processes
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
- Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
- Local self-similarity and the Hausdorff dimension
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