scientific article; zbMATH DE number 934080
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Publication:4895038
zbMATH Open0857.60046MaRDI QIDQ4895038FDOQ4895038
Authors: Anna Kamont 
Publication date: 3 March 1997
Title of this publication is not available (Why is that?)
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Cited In (53)
- Pointwise multipliers for Besov spaces \(B^{0,b}_{p,\infty}({\mathbb{R}}^n)\) with only logarithmic smoothness
- An efficient numerical algorithm for the model describing the competition between super- and sub-diffusions driven by fractional Brownian sheet noise
- Path regularity of the Brownian motion and the Brownian sheet
- Local times of multifractional Brownian sheets
- Estimation of the Hurst parameter of the fractional anisotropic Wiener field
- Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
- Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
- Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
- Probability distributions of extremes of self-similar Gaussian random fields
- The two-parameter Volterra multifractional process
- Chung's law of the iterated logarithm for anisotropic Gaussian random fields
- Functional limit theorems for generalized quadratic variations of Gaussian processes
- Gradient type noises. II: Systems of stochastic partial differential equations
- Dimension prints for continuous functions on the unit square
- Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability
- Stability results for stochastic differential equations driven by an additive fractional Brownian sheet
- Uniform dimension results for Gaussian random fields
- Weak convergence to a class of Gaussian proccesses in anisotropique
- Hölder regularity for operator scaling stable random fields
- Exact moduli of continuity for operator-scaling Gaussian random fields
- Fractional Brownian sheet and martingale difference random fields
- Mixed fractional Brownian sheets and their applications
- Weak convergence to fractional Brownian motion in some anisotropic Besov space
- Unit roots test: spatial model with long memory errors
- Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
- 2D wavelet-based spectra with applications
- Anisotropic fractional Brownian random fields as white noise functionals
- Fast simulation for Gaussian random fields on compact Riemannian manifolds
- Convergence in law for certain additive functionals of symmetric stable processes under strong topology
- Linear SPDEs driven by stationary random distributions
- On intersections of independent anisotropic Gaussian random fields
- Hitting probabilities and intersections of time-space anisotropic random fields
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- Sample path properties of generalized random sheets with operator scaling
- Gaussian fields satisfying simultaneous operator scaling relations
- Wavelet series representation and geometric properties of harmonizable fractional stable sheets
- Hausdorff dimension of the graph of the fractional Brownian sheet
- Multivariate operator-self-similar random fields
- Distance covariance for random fields
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- Multifractal analysis of rectangular pointwise regularity with hyperbolic wavelet bases
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Estimation of self-similar Gaussian fields using wavelet transform
- Invariance principles for self-similar set-indexed random fields
- Weak convergence to the fractional Brownian sheet using martingale differences
- Directional multifractal analysis in the \(L^p\) setting
- A set-indexed fractional Brownian motion
- From random partitions to fractional Brownian sheets
- Fractal dimensions of the Rosenblatt process
- Stochastic differential equations driven by an additive fractional Brownian sheet
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
- Criteria of pointwise and uniform directional Lipschitz regularities on tensor products of Schauder functions
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