The set of zeros of a semistable process
From MaRDI portal
Publication:2626532
Cited in
(19)- Semi-stable Markov processes in \(R^n\)
- On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
- Some fractal sets determined by stable processes
- Average densities of the image and zero set of stable processes
- On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
- Large deviations for subordinated Brownian motion and applications
- The exact Hausdorff measure function of the level sets of multi-parameter symmetric stable process
- Constructions of local time for a Markov process
- Some properties of a special class of self-similar processes
- scientific article; zbMATH DE number 3459684 (Why is no real title available?)
- Sample functions at a last exit time
- Unimodality of Hitting Times for Stable Processes
- Semi-stable Markov processes. I
- Local times for Markov processes
- The exact hausdorff measure of the zero set of a stable process
- Sample path properties of processes with stable components
- A lower lipschitz condition for the stable subordinator
- Laws of the iterated logarithm for a class of iterated processes
- Long-range trap models on Z and quasistable processes
This page was built for publication: The set of zeros of a semistable process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2626532)
