Fractional Laplace motion

From MaRDI portal
Publication:5480007

DOI10.1239/aap/1151337079zbMath1100.60017OpenAlexW2079486431MaRDI QIDQ5480007

Krzysztof Podgórski, Mark M. Meerschaert, Tomasz J. Kozubowski

Publication date: 25 July 2006

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1151337079




Related Items

Some limit results on supremum of Shepp statistics for fractional Brownian motionFractional Brownian motion time-changed by gamma and inverse gamma processRandom diffusivity models for scaled Brownian motionFractional Gamma and Gamma-Subordinated ProcessesLinnik Lévy process and some extensionsFractional Lévy stable motion time-changed by gamma subordinatorOn the asymptotics of supremum distribution for some iterated processesItô's formula for Gaussian processes with stochastic discontinuitiesVariance gamma (nonlocal) equationsFractional reproduction-dispersal equations and heavy tail dispersal kernelsExact asymptotics of supremum of a stationary Gaussian process over a random intervalAsymptotics of supremum distribution of a Gaussian process over a Weibullian timeA bivariate Lévy process with negative binomial and gamma marginalsTail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervalsRosenblatt Laplace motionFractional Brownian motion delayed by tempered and inverse tempered stable subordinatorsExtremes of Shepp statistics for fractional Brownian motionLimit theorems for supremum of Gaussian processes over a random intervalGeneralized fractional Laplace motionFractional Discrete Processes: Compound and Mixed Poisson RepresentationsFractional normal inverse Gaussian processCodifference as a practical tool to measure interdependenceTempered positive Linnik processes and their representationsTempered Mittag-Leffler Lévy processes


Uses Software


Cites Work