Superprocesses with dependent spatial motion and general branching densities.
Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
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Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
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Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
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Bertoin, Jean (1997)
Electronic Journal of Probability [electronic only]
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Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
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Seppäläinen, Timo (1996)
Electronic Journal of Probability [electronic only]
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End Iglói, György Terdik (2003)
ESAIM: Probability and Statistics
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In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants....
Durrett, Richard, Mytnik, Leonid, Perkins, Edwin (2005)
Electronic Journal of Probability [electronic only]
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Luschgy, Harald, Pagès, Gilles (2008)
Electronic Communications in Probability [electronic only]
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Mireille Chaleyat-Maurel, Marta Sanz-Solé (2003)
ESAIM: Probability and Statistics
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We consider the random vector , where are distinct points of and denotes the stochastic process solution to a stochastic wave equation driven by a noise white in time and correlated in space. In a recent paper by Millet and Sanz–Solé [10], sufficient conditions are given ensuring existence and smoothness of density for . We study here the positivity of such density. Using techniques developped in [1] (see also [9]) based on Analysis on an abstract Wiener space, we characterize...
Dawson, Donald A., Etheridge, Alison M., Fleischmann, Klaus, Mytnik, Leonid, Perkins, Edwin A., Xiong, Jie (2002)
Electronic Journal of Probability [electronic only]
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Zähle, Iljana (2002)
Electronic Journal of Probability [electronic only]
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Mayer-Wolf, E., Zeitouni, O., Zerner, M.P.W. (2002)
Electronic Journal of Probability [electronic only]
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Atar, Rami, Budhiraja, Amarjit (2002)
Electronic Journal of Probability [electronic only]
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