AbstractWe study the tail probability of the local time at the origin of Gaussian processes with stationary increments. The order of infinitesimal is obtained
AbstractIn this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong an...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
Let {X(t),t a parts per thousand yen 0} be a centered Gaussian process and let gamma be a non-negati...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
This is the publisher's version, also available electronically from http://www.jstor.org/stable/2545...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
AbstractWe consider the extreme values of fractional Brownian motions, self-similar Gaussian process...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
AbstractThis paper treats some 2-dimensional zero-mean stationary Gaussian processes with some long-...
The goal of this paper is to establish a relation between characteristic polynomials of N×N GUE rand...
AbstractLet {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 ...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
International audienceIn this paper we consider the persistence properties of random processes in Br...
AbstractIn this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong an...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
Let {X(t),t a parts per thousand yen 0} be a centered Gaussian process and let gamma be a non-negati...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
This is the publisher's version, also available electronically from http://www.jstor.org/stable/2545...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
AbstractWe consider the extreme values of fractional Brownian motions, self-similar Gaussian process...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
AbstractThis paper treats some 2-dimensional zero-mean stationary Gaussian processes with some long-...
The goal of this paper is to establish a relation between characteristic polynomials of N×N GUE rand...
AbstractLet {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 ...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
International audienceIn this paper we consider the persistence properties of random processes in Br...
AbstractIn this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong an...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
Let {X(t),t a parts per thousand yen 0} be a centered Gaussian process and let gamma be a non-negati...
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