Krasnitskiy, Sergey; Kurchenko, Oleksandr; Syniavska, Olga Limit theorems of Baxter type for generalized random Gaussian processes with independent values. (English) Zbl 07819615 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 197-210 (2022). MSC: 60G15 PDFBibTeX XMLCite \textit{S. Krasnitskiy} et al., Springer Proc. Math. Stat. 408, 197--210 (2022; Zbl 07819615) Full Text: DOI
Cont, Rama; Das, Purba Quadratic variation along refining partitions: constructions and examples. (English) Zbl 1490.60083 J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022). MSC: 60G17 26A45 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022; Zbl 1490.60083) Full Text: DOI arXiv
Loh, Wei-Liem; Sun, Saifei; Wen, Jun On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions. (English) Zbl 1486.62254 Ann. Stat. 49, No. 6, 3127-3152 (2021). MSC: 62M40 60G15 62F12 62M09 62M30 PDFBibTeX XMLCite \textit{W.-L. Loh} et al., Ann. Stat. 49, No. 6, 3127--3152 (2021; Zbl 1486.62254) Full Text: DOI
Azaïs, Jean-Marc; Bachoc, François; Lagnoux, Agnès; Nguyen, Thi Mong Ngoc Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments. (English) Zbl 1461.60019 ESAIM, Probab. Stat. 24, 842-882 (2020). MSC: 60G15 62F12 PDFBibTeX XMLCite \textit{J.-M. Azaïs} et al., ESAIM, Probab. Stat. 24, 842--882 (2020; Zbl 1461.60019) Full Text: DOI arXiv
Krasnitskiy, S. M.; Kurchenko, O. O. On Baxter type theorems for generalized random Gaussian processes with independent values. (English. Russian original) Zbl 1456.60087 Cybern. Syst. Anal. 56, No. 2, 223-230 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 66-74 (2020). MSC: 60G15 60G20 60G60 PDFBibTeX XMLCite \textit{S. M. Krasnitskiy} and \textit{O. O. Kurchenko}, Cybern. Syst. Anal. 56, No. 2, 223--230 (2020; Zbl 1456.60087); translation from Kibern. Sist. Anal. 2020, No. 2, 66--74 (2020) Full Text: DOI
Mamon, S. V. The Wiener measure on the Heisenberg group and parabolic equations. (English. Russian original) Zbl 1478.60015 J. Math. Sci., New York 245, No. 2, 155-177 (2020); translation from Fundam. Prikl. Mat. 21, No. 4, 67-98 (2016). Reviewer: Vladimir V. Kisil (Leeds) MSC: 60B15 60J25 60J65 PDFBibTeX XMLCite \textit{S. V. Mamon}, J. Math. Sci., New York 245, No. 2, 155--177 (2020; Zbl 1478.60015); translation from Fundam. Prikl. Mat. 21, No. 4, 67--98 (2016) Full Text: DOI
Sapozhnikov, Artem; Shiraishi, Daisuke On Brownian motion, simple paths, and loops. (English) Zbl 1404.60062 Probab. Theory Relat. Fields 172, No. 3-4, 615-662 (2018). MSC: 60G50 60K40 60D05 60K35 PDFBibTeX XMLCite \textit{A. Sapozhnikov} and \textit{D. Shiraishi}, Probab. Theory Relat. Fields 172, No. 3--4, 615--662 (2018; Zbl 1404.60062) Full Text: DOI arXiv
Malukas, Raimondas A Berry-Esséen bound for \(H\)-variation of a Gaussian process. (English) Zbl 1337.60022 Lith. Math. J. 56, No. 1, 77-106 (2016). MSC: 60F05 60F17 60G15 60G22 60H05 62E17 PDFBibTeX XMLCite \textit{R. Malukas}, Lith. Math. J. 56, No. 1, 77--106 (2016; Zbl 1337.60022) Full Text: DOI
Driver, Bruce K.; Eldredge, Nathaniel; Melcher, Tai Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups. (English) Zbl 1341.58017 Trans. Am. Math. Soc. 368, No. 2, 989-1022 (2016). Reviewer: Jean Picard (Aubière) MSC: 58J35 58J65 60B15 PDFBibTeX XMLCite \textit{B. K. Driver} et al., Trans. Am. Math. Soc. 368, No. 2, 989--1022 (2016; Zbl 1341.58017) Full Text: DOI arXiv Backlinks: MO
Hudson, R. L. Forward and backward adapted quantum stochastic calculus and double product integrals. (English) Zbl 1311.81164 Russ. J. Math. Phys. 21, No. 3, 348-361 (2014). MSC: 81S25 PDFBibTeX XMLCite \textit{R. L. Hudson}, Russ. J. Math. Phys. 21, No. 3, 348--361 (2014; Zbl 1311.81164) Full Text: DOI
Malukas, Raimondas; Norvaiša, Rimas A central limit theorem for a weighted power variation of a Gaussian process. (English) Zbl 1296.60089 Lith. Math. J. 54, No. 3, 323-344 (2014). MSC: 60G15 60G22 60F05 PDFBibTeX XMLCite \textit{R. Malukas} and \textit{R. Norvaiša}, Lith. Math. J. 54, No. 3, 323--344 (2014; Zbl 1296.60089) Full Text: DOI
Oh, Tadahiro; Quastel, Jeremy On invariant Gibbs measures conditioned on mass and momentum. (English) Zbl 1274.60214 J. Math. Soc. Japan 65, No. 1, 13-35 (2013). Reviewer: Dora Seleši (Novi Sad) MSC: 60H30 60H40 35Q53 35Q55 PDFBibTeX XMLCite \textit{T. Oh} and \textit{J. Quastel}, J. Math. Soc. Japan 65, No. 1, 13--35 (2013; Zbl 1274.60214) Full Text: DOI arXiv Euclid
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin Critical Brownian sheet does not have double points. (English) Zbl 1269.60053 Ann. Probab. 40, No. 4, 1829-1859 (2012). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60G60 60G15 60J45 PDFBibTeX XMLCite \textit{R. C. Dalang} et al., Ann. Probab. 40, No. 4, 1829--1859 (2012; Zbl 1269.60053) Full Text: DOI arXiv Euclid
Kozachenko, Yury V.; Kurchenko, Oleksandr Levy-Baxter theorems for one class of non-Gaussian stochastic processes. (English) Zbl 1270.60043 Random Oper. Stoch. Equ. 19, No. 4, 313-326 (2011). Reviewer: George Stoica (Saint John) MSC: 60G12 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{O. Kurchenko}, Random Oper. Stoch. Equ. 19, No. 4, 313--326 (2011; Zbl 1270.60043) Full Text: DOI
Anderes, Ethan On the consistent separation of scale and variance for Gaussian random fields. (English) Zbl 1204.60041 Ann. Stat. 38, No. 2, 870-893 (2010). Reviewer: Anatoli Mogulskij (Novosibirsk) MSC: 60G60 62M30 62M40 PDFBibTeX XMLCite \textit{E. Anderes}, Ann. Stat. 38, No. 2, 870--893 (2010; Zbl 1204.60041) Full Text: DOI arXiv
Khoshnevisan, Davar; Xiao, Yimin Harmonic analysis of additive Lévy processes. (English) Zbl 1183.60019 Probab. Theory Relat. Fields 145, No. 3-4, 459-515 (2009). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60J55 60J45 60G17 60E07 60G05 PDFBibTeX XMLCite \textit{D. Khoshnevisan} and \textit{Y. Xiao}, Probab. Theory Relat. Fields 145, No. 3--4, 459--515 (2009; Zbl 1183.60019) Full Text: DOI arXiv
Anderes, Ethan; Chatterjee, Sourav Consistent estimates of deformed isotropic Gaussian random fields on the plane. (English) Zbl 1171.62056 Ann. Stat. 37, No. 5A, 2324-2350 (2009). MSC: 62M40 62G05 60G60 62G20 62M30 PDFBibTeX XMLCite \textit{E. Anderes} and \textit{S. Chatterjee}, Ann. Stat. 37, No. 5A, 2324--2350 (2009; Zbl 1171.62056) Full Text: DOI arXiv
Manstavičius, Martynas \(p\)-variation of strong Markov processes. (English) Zbl 1052.60058 Ann. Probab. 32, No. 3A, 2053-2066 (2004). Reviewer: Roman Urban (Wrocław) MSC: 60J25 60G17 60J35 60G40 PDFBibTeX XMLCite \textit{M. Manstavičius}, Ann. Probab. 32, No. 3A, 2053--2066 (2004; Zbl 1052.60058) Full Text: DOI arXiv
Toth, Daniell Adding interior points to an existing Brownian sheet lattice. (English) Zbl 1102.60034 Stat. Probab. Lett. 66, No. 3, 221-227 (2004). MSC: 60G15 60G60 68U20 PDFBibTeX XMLCite \textit{D. Toth}, Stat. Probab. Lett. 66, No. 3, 221--227 (2004; Zbl 1102.60034) Full Text: DOI
Mendoça, Sandra; Streit, Ludwig Multiple intersection local times in terms of white noise. (English) Zbl 1079.60519 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 4, No. 4, 533-543 (2001). MSC: 60H40 60J55 60J65 PDFBibTeX XMLCite \textit{S. Mendoça} and \textit{L. Streit}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 4, No. 4, 533--543 (2001; Zbl 1079.60519) Full Text: DOI
De Faria, Margarida; Drumond, Custódia; Streit, Ludwig The renormalization of self-intersection local times. I: The chaos expansion. (English) Zbl 1026.60512 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 3, No. 2, 223-236 (2000). MSC: 60J55 60H40 60J65 PDFBibTeX XMLCite \textit{M. De Faria} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 3, No. 2, 223--236 (2000; Zbl 1026.60512) Full Text: DOI
Bojdecki, Tomasz; Gorostiza, Luis G. Self-intersection local time for \(S^1(\mathbb R^d)\)-Wiener processes and related Ornstein-Uhlenbeck processes. (English) Zbl 1043.60508 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 2, No. 4, 569-615 (1999). MSC: 60G20 46N30 60G17 60J55 PDFBibTeX XMLCite \textit{T. Bojdecki} and \textit{L. G. Gorostiza}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 2, No. 4, 569--615 (1999; Zbl 1043.60508) Full Text: DOI
Egorov, V. A. Law of the iterated logarithm for the quadratic variation of a Wiener process. (English. Russian original) Zbl 0664.60036 J. Sov. Math. 43, No. 6, 2791-2796 (1988); translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 158, 72-80 (1987). MSC: 60F15 60J65 PDFBibTeX XMLCite \textit{V. A. Egorov}, J. Sov. Math. 43, No. 6, 2791--2796 (1988; Zbl 0664.60036); translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 158, 72--80 (1987) Full Text: DOI
Berman, Simeon M. Multiple images of stochastic processes. (English) Zbl 0527.60035 Math. Proc. Camb. Philos. Soc. 94, 183-188 (1983). MSC: 60G17 60G60 PDFBibTeX XMLCite \textit{S. M. Berman}, Math. Proc. Camb. Philos. Soc. 94, 183--188 (1983; Zbl 0527.60035) Full Text: DOI
Fortet, R. Quelques travaux recents sur le mouvement brownien. (French) Zbl 0035.08403 Ann. Inst. Henri Poincaré 11, 175-226 (1949). PDFBibTeX XMLCite \textit{R. Fortet}, Ann. Inst. Henri Poincaré 11, 175--226 (1949; Zbl 0035.08403) Full Text: Numdam EuDML