Results 71 to 80 of about 1,634 (85)
Scaling limit of the odometer in divisible sandpiles. [PDF]
Probab Theory Relat Fields, 2018 Cipriani A, Hazra RS, Ruszel WM.
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On convex least squares estimation when the truth is linear. [PDF]
Electron J Stat, 2016 Chen Y, Wellner JA.
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INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES
, 2014 Guangjun Shen, Dongjin Zhu, Xiuwei Yin
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ON THE THERMAL VOLTAGE SIGNAL IN A VIRTUAL NANOCONDUCTOR
, 2013 E. Grycko, W. Kirsch, T. Mühlenbruch
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On the mixed fractional Brownian motion time changed by inverse α-stable subordinator
, 2020A time-changed mixed fractional Brownian motion by inverse αstable subordinator with index α ∈ (0, 1) is an iterated process Y H Tα(a, b) constructed as the superposition of mixed fractional Brownian motion NH(a, b) and an independent inverse α-stable ...
S. Alajmi, Ezzedine Mliki
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A note on the correlation matrix of fractional Brownian motion
International Mathematical Forum, 2019Let XH(t) be a fractional Brownian motion with index H (1/2 < H < 1), and let Dn(t0, t1, . . . tn) (0 ≤ t0 < t1 < · · · < tn) denote the correlation matrix of {X(tk)−X(tk−1) : k = 1, . . . , n}. In this paper, we give an evaluation of detDn.
N. Kosugi
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Journal of Partial Differential Equations, 2019
In this paper, we study a class of stochastic differential equations with additive noise that contains a non-stationary multifractional Brownian motion (mBm) with a Hurst parameter as a function of time and a Poisson point process of class (QL).
Hailing Liu sci
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In this paper, we study a class of stochastic differential equations with additive noise that contains a non-stationary multifractional Brownian motion (mBm) with a Hurst parameter as a function of time and a Poisson point process of class (QL).
Hailing Liu sci
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Stochastic Calculus with a Special Generalized Fractional Brownian Motion
International Journal of Applied Mathematics and SimulationThis work is a first step toward developing a stochastic calculus theory with respect to the generalized fractional Brownian motion, which a recently introduced Gaussian process is extending both fractional and sub-fractional Brownian motions.
M. Zili
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