Add to ORKGand non-Gaussian processes of zero power variation, and related stochastic calculus
Convergence in probability and central limit laws of bipower variation for Gaussian processes with s...
This paper is aimed to briefly present the state of the art regarding the memoryless nonlinear trans...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
This paper considers the class of stochastic processesX defined on [0, T] byX (t) = ∫ T 0 G (t, s) d...
We introduce and study a class of operators of stochastic differentiation and integration for non-Ga...
In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt = ∫...
Abstract. We present here an elementary example, for every xed positive integer k; of a strictly sta...
Brownian motions have played an increasingly important role in many fields of application such as hy...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
In recent years there have been many publications studying dynamic systems subjected to non-Gaussian...
AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary ca...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
Contains fulltext : 19119.pdf (publisher's version ) (Open Access)The generalisati...
Stochastic Process A stochastic or random process {Zt}, · · ·,−1,0,1, · · ·, is a collection of...
Convergence in probability and central limit laws of bipower variation for Gaussian processes with s...
This paper is aimed to briefly present the state of the art regarding the memoryless nonlinear trans...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
This paper considers the class of stochastic processesX defined on [0, T] byX (t) = ∫ T 0 G (t, s) d...
We introduce and study a class of operators of stochastic differentiation and integration for non-Ga...
In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt = ∫...
Abstract. We present here an elementary example, for every xed positive integer k; of a strictly sta...
Brownian motions have played an increasingly important role in many fields of application such as hy...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
In recent years there have been many publications studying dynamic systems subjected to non-Gaussian...
AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary ca...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
Contains fulltext : 19119.pdf (publisher's version ) (Open Access)The generalisati...
Stochastic Process A stochastic or random process {Zt}, · · ·,−1,0,1, · · ·, is a collection of...
Convergence in probability and central limit laws of bipower variation for Gaussian processes with s...
This paper is aimed to briefly present the state of the art regarding the memoryless nonlinear trans...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...