scientific article; zbMATH DE number 3416765

Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Sample path properties (60G17)

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Random rewards, fractional Brownian local times and stable self-similar processes
Local times of stochastic differential equations driven by fractional Brownian motions
Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
Some sample path properties of multifractional Brownian motion
Stochastic calculus with respect to fractional Brownian motion
The intersection local time of fractional Brownian motion in the plane
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
The local time of the Markov processes of Ornstein-Uhlenbeck type
Integral representation of renormalized self-intersection local times
Generalized dimensions of images of measures under Gaussian processes
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
Asymptotic theory for fractional regression models via Malliavin calculus
Probabilistic models for vortex filaments based on fractional Brownian motion.
On moduli of continuity for local times of fractional stable processes
Strong local nondeterminism of spherical fractional Brownian motion
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
Sample function properties of multi-parameter stable processes
Skorohod integration and stochastic calculus beyond the fractional Brownian scale
Local nondeterminism and the exact modulus of continuity for stochastic wave equation
On the collision local time of sub-fractional Brownian motions
Continuous Gaussian multifractional processes with random pointwise Hölder regularity
Stochastic integration with respect to the sub-fractional Brownian motion with
Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
Self-intersection local times and collision local times of bifractional Brownian motions
Sample path properties of the local time of multifractional Brownian motion
On the local time of sub-fractional Brownian motion
On the local time of Gaussian and Lévy processes
Pathwise integrals and Itô-Tanaka formula for Gaussian processes
Self-intersection local times for Gaussian processes in the plane
Properties of strong local nondeterminism and local times of stable random fields
Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion
A wavelet characterization for the upper global Hölder index
Noiseless regularisation by noise
Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
Fractional martingales and characterization of the fractional Brownian motion
Joint continuity of the local times of fractional Brownian sheets
Local nondeterminism and local times for stable processes
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
Small values of Gaussian processes and functional laws of the iterated logarithm
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
A local time approach to the self-intersections of Brownian paths in space
A uniform result for the dimension of fractional Brownian motion level sets
On bifractional Brownian motion
Some properties of a multifractional Brownian motion
Local time and related sample paths of filtered white noises
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
Local times of multifractional Brownian sheets
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
Smoothness of the density for solutions to Gaussian rough differential equations
Sample path properties of bifractional Brownian motion
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
Limit theorems for additive functionals of the fractional Brownian motion
The exact Hausdorff measure of the zero set of fractional Brownian motion
On the local time of multifractional Brownian motion
Central limit theorem for an additive functional of the fractional Brownian motion
Wiener integrals with respect to the Hermite random field and applications to the wave equation
Additive functionals of the solution to fractional stochastic heat equation
Large deviations for the fractional Brownian local time
Deviation probability bounds for fractional martingales and related remarks
Wavelets techniques for pointwise anti-Hölderian irregularity
Remarks on an integral functional driven by sub-fractional Brownian motion
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
On moduli of continuity for local times of Gaussian processes
Real harmonizable multifractional stable process and its local properties
Tanaka formula for the fractional Brownian motion.
A new proof on the distribution of the local time of a Wiener process
On the collision local time of fractional Brownian motions
Lower bound for local oscillations of Hermite processes
Moduli of continuity of the local time of a class of sub-fractional Brownian motions
Spectral conditions for local nondeterminism
The Hausdorff dimension of the level sets of a Gaussian vector field
Derivatives of local times for some Gaussian fields
Local times for systems of non-linear stochastic heat equations
An extension of sub-fractional Brownian motion
Local times of self-intersection
The local growth of a random field
On the monofractality of many stationary continuous Gaussian fields
\(H\)-separable rings and their Hopf-Galois extensions
Multiple images of stochastic processes
Chung's law of the iterated logarithm for subfractional Brownian motion
How does tempering affect the local and global properties of fractional Brownian motion?
Local times for stochastic processes which are subordinate to Gaussian processes
Continuity in law of some additive functionals of bifractional Brownian motion
Large deviations for functionals of some self-similar Gaussian processes
Some properties of the solution to fractional heat equation with a fractional Brownian noise
On limit theorems of some extensions of fractional Brownian motion and their additive functionals
Gaussian processes with biconvex covariances
scientific article; zbMATH DE number 3816740 (Why is no real title available?)
Properties of Gaussian local times
Dispersion Points for Linear Sets and Approximate Moduli for Some Stochastic Processes
Homogenization driven by a fractional Brownian motion: the shear layer case
Approximation of occupation time functionals
Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
On the local times of fractional Ornstein-Uhlenbeck process
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
Local time for stable moving average processes: Hölder conditions

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