Topics
Ornstein-UhlenbeckElection
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit Theorem in which this integral appears as limit. As an example, we study a generalization of the fractional Ornstein-Uhlenbeck process
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stoch...
We introduce a broad class of self-similar processes \{Z(t),t\ge 0\} called generalized Hermite proc...
We will investigate an almost sure central limit theorem ASCLT for sequences of random variables ha...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
International audienceWe introduce Wiener integrals with respect to the Hermite process and we prove...
International audienceWe introduce Wiener integrals with respect to the Hermite process and we prove...
International audienceWe introduce Wiener integrals with respect to the Hermite process and we prove...
We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and whic...
We analyze the Rosenblatt process which is a selfsimilar process with stationary incre-ments and whi...
International audienceWe consider the Wiener integral with respect to a d-parameter Hermite process ...
We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and whi...
In previous papers [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered powers of Bessel pro...
Abstract. We analyze the Rosenblatt process which is a selfsimilar process with stationary increment...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stoch...
We introduce a broad class of self-similar processes \{Z(t),t\ge 0\} called generalized Hermite proc...
We will investigate an almost sure central limit theorem ASCLT for sequences of random variables ha...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
International audienceWe introduce Wiener integrals with respect to the Hermite process and we prove...
International audienceWe introduce Wiener integrals with respect to the Hermite process and we prove...
International audienceWe introduce Wiener integrals with respect to the Hermite process and we prove...
We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and whic...
We analyze the Rosenblatt process which is a selfsimilar process with stationary incre-ments and whi...
International audienceWe consider the Wiener integral with respect to a d-parameter Hermite process ...
We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and whi...
In previous papers [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered powers of Bessel pro...
Abstract. We analyze the Rosenblatt process which is a selfsimilar process with stationary increment...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stoch...
We introduce a broad class of self-similar processes \{Z(t),t\ge 0\} called generalized Hermite proc...
We will investigate an almost sure central limit theorem ASCLT for sequences of random variables ha...
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