Add to ORKGInternational audienceThe stochastic calculus for Gaussian processes is applied to obtain a Tanaka formula for a Volterra-type multifractional Gaussian process. The existence and the regularity properties of the local time of this process is obtained by means of Berman's Fourier analytic approach
International audienceMultifractional processes are stochastic processes with non-stationary increme...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
International audienceA new nonparametric estimator of the local Hurst function of a multifractional...
We study the existence and regularity of local times for general $d$-dimensional stochastic processe...
We develop a stochastic calculus on the plane with respect to the local times of a large class of Lé...
http://search.ebscohost.com/login.aspx?direct=true&db=aph&AN=26295307&site=ehost-liveInternational a...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
International audienceA new nonparametric estimator of the local Hurst function of a multifractional...
We study the existence and regularity of local times for general $d$-dimensional stochastic processe...
We develop a stochastic calculus on the plane with respect to the local times of a large class of Lé...
http://search.ebscohost.com/login.aspx?direct=true&db=aph&AN=26295307&site=ehost-liveInternational a...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...