Results 11 to 20 of about 23 (23)
Some of the next articles are maybe not open access.
Hausdorff dimension of the record set of a fractional Brownian motion
Electronic Communications in Probability, 2018Assaf Shapira, Kay Jörg Wiese
exaly
Bouchaud’s model exhibits two different aging regimes in dimension one
Annals of Applied Probability, 2005Gérard Ben Arous, Jiří Černý
exaly
Estimating self-similarity through complex variations
Electronic Journal of Statistics, 2012Jacques Istas
exaly
A model for long memory conditional heteroscedasticity
Annals of Applied Probability, 2000Liudas Giraitis, , Donatas Surgailis
exaly
$S\alpha S\;M(t)$-processes and their canonical representations
Hiroshima Mathematical Journal, 1993exaly
Chung's Law for Homogeneous Brownian Functionals
Rocky Mountain Journal of Mathematics, 2010Aimé Lachal
exaly
Smoothness of the law of the supremum of the fractional Brownian motion
Electronic Communications in Probability, 2003David Nualart
exaly
Basic properties of critical lognormal multiplicative chaos
Annals of Probability, 2015Antti Kupiainen +2 more
exaly