Results 1 to 10 of about 36 (36)
On copulas of self-similar Ito processes
Dependence Modeling, 2021 We characterize the cumulative distribution functions and copulas of two-dimensional self-similar Ito processes, with randomly correlated Wiener margins, as solutions of certain elliptic partial differential equations.
Jaworski Piotr, Krzywda Marcin
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Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process. [PDF]
J Inequal Appl, 2018 Shen G, Li Y, Gao Z.
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Renormalized self-intersection local time of bifractional Brownian motion. [PDF]
J Inequal Appl, 2018 Chen Z, Sang L, Hao X.
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Some of the next articles are maybe not open access.
Asymptotic Laws for Nonconservative Self-similar Fragmentations
Electronic Journal of Probability, 2004Alexander Gnedin
exaly
The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Electronic Journal of Probability, 2004Benedicte Haas, Gregory Miermont
exaly
Long-Memory Stable Ornstein-Uhlenbeck Processes
Electronic Journal of Probability, 2003Makoto Maejima
exaly
On the asymptotic behaviour of increasing self-similar Markov processes
Electronic Journal of Probability, 2009VÍCTOR Rivero
exaly
An Approximation of Subfractional Brownian Motion
Communications in Statistics - Theory and Methods, 2014Guangjun Shen
exaly
Fractional Ornstein-Uhlenbeck processes
Electronic Journal of Probability, 2003Makoto Maejima, Patrick Cheridito
exaly