Add to ORKGInternational audienceVarious paths properties of a stochastic process are obtained under mild conditions which allow for the integrability of the characteristic function of its increments and for the dependence among them. The main assumption is closely related to the notion of local asymptotic self-similarity. New results are obtained for the class of multifractional random processes
We generalize the BM-local time fractional symmetric a-stable motion introduced by Cohen and Samorod...
Introduction A self-similar process is loosely defined as a stochastic process which generates a sa...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...
Introduction A stochastic process Y (t) is defined as self-similar with self-similarity parameter H...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
http://projecteuclid.org/euclid.bj/1194625601International audienceLet BH, K={BH, K(t), t \in R +} b...
Vervaat was visitor from Katholieke Universiteit, Nijmegen.A real-valued process X=(X(t))telR is sel...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
International audienceWe construct functions and stochastic processes for which a functional relatio...
A process X(t) is self-similar with index H > 0 if the finite-dimensional distributions of X(at) are...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...
A stochastic process Y (t) is defined as self-similar with self-similarity parameter H if for any po...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
We generalize the BM-local time fractional symmetric a-stable motion introduced by Cohen and Samorod...
Introduction A self-similar process is loosely defined as a stochastic process which generates a sa...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...
Introduction A stochastic process Y (t) is defined as self-similar with self-similarity parameter H...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
http://projecteuclid.org/euclid.bj/1194625601International audienceLet BH, K={BH, K(t), t \in R +} b...
Vervaat was visitor from Katholieke Universiteit, Nijmegen.A real-valued process X=(X(t))telR is sel...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
International audienceWe construct functions and stochastic processes for which a functional relatio...
A process X(t) is self-similar with index H > 0 if the finite-dimensional distributions of X(at) are...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...
A stochastic process Y (t) is defined as self-similar with self-similarity parameter H if for any po...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
We generalize the BM-local time fractional symmetric a-stable motion introduced by Cohen and Samorod...
Introduction A self-similar process is loosely defined as a stochastic process which generates a sa...
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, ...