scientific article; zbMATH DE number 3416765

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

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Local times of multifractional Brownian sheets
Smoothness of Gaussian local times beyond the local nondeterminism
Self-intersection local times and collision local times of bifractional Brownian motions
On moduli of continuity for local times of fractional stable processes
Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
Spectral conditions for local nondeterminism
The intersection local time of fractional Brownian motion in the plane
Local nondeterminism and local times for stable processes
Local times for stochastic processes which are subordinate to Gaussian processes
Statistics on crossings of discretized diffusions and local time
Gaussian processes with biconvex covariances
\(H\)-separable rings and their Hopf-Galois extensions
Local time for stable moving average processes: Hölder conditions
A new proof on the distribution of the local time of a Wiener process
Small values of Gaussian processes and functional laws of the iterated logarithm
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
Probabilistic models for vortex filaments based on fractional Brownian motion.
Large deviations for the fractional Brownian local time
Some properties of the solution to fractional heat equation with a fractional Brownian noise
Strong local nondeterminism of spherical fractional Brownian motion
Moduli of continuity of the local time of a class of sub-fractional Brownian motions
Local times of self-intersection
Tanaka formula for the fractional Brownian motion.
On moduli of continuity for local times of Gaussian processes
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
Approximation of occupation time functionals
Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
Limit theorems for functionals of two independent Gaussian processes
The local time of the fractional Ornstein-Uhlenbeck process
On the monofractality of many stationary continuous Gaussian fields
On the existence and the Hölder regularity of the local time of the Brownian bridge
How does tempering affect the local and global properties of fractional Brownian motion?
Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion
Lower bound for local oscillations of Hermite processes
Approximation of fractional local times: zero energy and derivatives
On the collision local time of sub-fractional Brownian motions
Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
Derivatives of local times for some Gaussian fields
Higher-order derivative of intersection local time for two independent fractional Brownian motions
Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
Some properties of a multifractional Brownian motion
On the collision local time of fractional Brownian motions
Chung's law of the iterated logarithm for subfractional Brownian motion
Local times of stochastic differential equations driven by fractional Brownian motions
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
On the local times of fractional Ornstein-Uhlenbeck process
Central limit theorem for an additive functional of the fractional Brownian motion
Generalized dimensions of images of measures under Gaussian processes
Stochastic calculus with respect to fractional Brownian motion
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 the local time of multifractional Brownian motion
Sample path properties of bifractional Brownian motion
On bifractional Brownian motion
An extension of sub-fractional Brownian motion
Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
Regularity of local times of random fields
Moving average multifractional processes with random exponent: lower bounds for local oscillations
Properties of strong local nondeterminism and local times of stable random fields
Kernel Density Estimation and Local Time
On limit theorems of some extensions of fractional Brownian motion and their additive functionals
Pathwise integrals and Itô-Tanaka formula for Gaussian processes
Multiple images of stochastic processes
Dispersion Points for Linear Sets and Approximate Moduli for Some Stochastic Processes
The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion
The local growth of a random field
On the local time of multifractional Brownian motion
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
Ruin probability with certain stationary stable claims generated by conservative flows
Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
scientific article; zbMATH DE number 3816740 (Why is no real title available?)
The Hausdorff dimension of the level sets of a Gaussian vector field
Sample function properties of multi-parameter stable processes
Self-intersection local times for Gaussian processes in the plane
Capacity of level sets of certain stochastic processes
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
Asymptotic theory for fractional regression models via Malliavin calculus
Deviation probability bounds for fractional martingales and related remarks
The local time of the Markov processes of Ornstein-Uhlenbeck type
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
Multiple points of a Gaussian vector field
CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
Smoothness of the density for solutions to Gaussian rough differential equations
Additive functionals of the solution to fractional stochastic heat equation
Wiener integrals with respect to the Hermite random field and applications to the wave equation
Some sample path properties of multifractional Brownian motion
scientific article; zbMATH DE number 7371972 (Why is no real title available?)
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
On local path behavior of surgailis multifractional processes
Continuity in law of some additive functionals of bifractional Brownian motion
Large deviations for functionals of some self-similar Gaussian processes
Occupation time problem for multifractional Brownian motion
Homogenization driven by a fractional Brownian motion: the shear layer case
Real harmonizable multifractional stable process and its local properties
Skorohod integration and stochastic calculus beyond the fractional Brownian scale
Limit theorems for additive functionals of the fractional Brownian motion
On the local time of Gaussian and Lévy processes

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