On the exponentials of fractional Ornstein-Uhlenbeck processes.
Matsui, Muneya, Shieh, Narn-Rueih (2009)
Electronic Journal of Probability [electronic only]
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Matsui, Muneya, Shieh, Narn-Rueih (2009)
Electronic Journal of Probability [electronic only]
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Yimin Xiao (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
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In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the...
Davar Khoshnevisan (1997)
Séminaire de probabilités de Strasbourg
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Serge Cohen, Renaud Marty (2008)
Annales de l'I.H.P. Probabilités et statistiques
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This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.
Simeon M. Berman (1983)
Annales de l'I.H.P. Probabilités et statistiques
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Aurzada, Frank, Lifshits, Mikhail (2009)
Electronic Journal of Probability [electronic only]
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Cheridito, Patrick, Kawaguchi, Hideyuki, Maejima, Makoto (2003)
Electronic Journal of Probability [electronic only]
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Michael B. Marcus, Jay S. Rosen (1994)
Séminaire de probabilités de Strasbourg
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Maejima, Makoto, Yamamoto, Kenji (2003)
Electronic Journal of Probability [electronic only]
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