scientific article; zbMATH DE number 3594385
From MaRDI portal
Publication:4160169
Cited in
(99)- Local times of multifractional Brownian sheets
- Existence and joint continuity of local time of multi-parameter fractional Lévy processes
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- On moduli of continuity for local times of fractional stable processes
- Gaussian stochastic processes
- Problèmes de prediction pour le processus de Wiener à deux paramétres
- Multidimensional random walks in random environments with subclassical limiting behavior
- Tanaka's formula for multiple intersections of planar Brownian motion
- Local nondeterminism and local times for stable processes
- Local times for stochastic processes which are subordinate to Gaussian processes
- Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Strong local nondeterminism of spherical fractional Brownian motion
- Moduli of continuity of the local time of a class of sub-fractional Brownian motions
- Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
- Bivariate occupation measure dimension of multidimensional processes.
- Some small ball probabilities for Gaussian processes under nonuniform norms
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
- On the monofractality of many stationary continuous Gaussian fields
- The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
- Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
- Sobolev regularity of occupation measures and paths, variability and compositions
- Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
- Iterating Brownian motions, ad libitum
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- Local nondeterminism and the exact modulus of continuity for stochastic wave equation
- Derivatives of local times for some Gaussian fields
- The moduli of non-differentiability for Gaussian random fields with stationary increments
- On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
- Higher-order derivative of intersection local time for two independent fractional Brownian motions
- The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Some properties of a multifractional Brownian motion
- Generalized dimensions of images of measures under Gaussian processes
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Local time and related sample paths of filtered white noises
- Sample path properties of bifractional Brownian motion
- A borderline Gaussian random Fourier series for the sample convergence in variation
- The self-intersections of a Gaussian random field
- Hausdorff-type measures of the sample path of Gaussian random fields
- A Gaussian correlation inequality and its applications to the existence of small ball constant.
- Dimensional properties of fractional Brownian motion
- Regularity of local times of random fields
- Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
- Properties of strong local nondeterminism and local times of stable random fields
- Multiple images of stochastic processes
- Simulation of a local time fractional stable motion
- The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
- Processes iterated ad libitum
- Sample paths properties of the set-indexed fractional Brownian motion
- Multiple Points of a Random Field
- The local growth of a random field
- Joint continuity of the local times of Markov processes
- On the local time of multifractional Brownian motion
- Images of the Brownian sheet
- scientific article; zbMATH DE number 3816740 (Why is no real title available?)
- The measure theory of random fractals
- Kahane using brownian local times of intersection
- Sample function properties of multi-parameter stable processes
- Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
- Restrictions of Hölder continuous functions
- Multiple points of a Gaussian vector field
- Additive functionals of the solution to fractional stochastic heat equation
- Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
- \(C^{\infty}\)-regularization of ODEs perturbed by noise
- Images of fractional Brownian motion with deterministic drift: positive Lebesgue measure and non-empty interior
- On local path behavior of surgailis multifractional processes
- Fractal geometry of Lévy-based spatial-temporal random fields
- The horizon problem for random surfaces
- Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces
- Regularisation by fractional noise for one-dimensional differential equations with distributional drift
- Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres
- Regularity of intersection local times of fractional Brownian motions
- On the local time of sub-fractional Brownian motion
- Restoration of well-posedness of infinite-dimensional singular ODE's via noise
- Wavelets techniques for pointwise anti-Hölderian irregularity
- The exact Hausdorff measure of the zero set of fractional Brownian motion
- \(C^{\infty}\)-regularization by noise of singular ODE's
- The existence and smoothness of self-intersection local time for a class of Gaussian processes
- Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields
- Prevalence of -irregularity and related properties
- The zero set of fractional Brownian motion is a Salem set
- Yet another notion of irregularity through small ball estimates
- Derivatives of local times and Hausdorff dimension of inverse images of space-time anisotropic Gaussian random fields
- Fractional Brownian motion with deterministic drift: fractal codimension formulae
- Stochastic equations with singular drift driven by fractional Brownian motion
- Inverse local times of fractional Brownian motion
- Sample path properties of the fractional Wiener-Weierstrass bridge
- On the passage times of self-similar Gaussian processes on curved boundaries
- On the uniform Besov regularity of local times of general processes
- Joint continuity of the local times of fractional Brownian sheets
- Local times of anisotropic Gaussian random fields and stochastic heat equation
- A local time approach to the self-intersections of Brownian paths in space
- Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
- Hölder conditions for the local times of multiscale fractional Brownian motion
- Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
- Nondeterminism of linear operators and lower entropy estimates
- Some results on fractional Brownian sheets and their local times
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4160169)