Lechiheb, Atef Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise. (English) Zbl 07664773 Random Oper. Stoch. Equ. 31, No. 1, 87-102 (2023). MSC: 60G15 60G17 60H07 60J55 PDF BibTeX XML Cite \textit{A. Lechiheb}, Random Oper. Stoch. Equ. 31, No. 1, 87--102 (2023; Zbl 07664773) Full Text: DOI OpenURL
Ding, Yujia; Peng, Qidi; Xiao, Yimin Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times. (English) Zbl 07634412 Bernoulli 29, No. 1, 785-814 (2023). MSC: 60G17 60G15 60G60 60J55 PDF BibTeX XML Cite \textit{Y. Ding} et al., Bernoulli 29, No. 1, 785--814 (2023; Zbl 07634412) Full Text: DOI arXiv Link OpenURL
Esser, Céline; Loosveldt, Laurent Slow, ordinary and rapid points for Gaussian wavelet. (English) Zbl 07639714 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1471-1495 (2022). MSC: 42C40 26A16 60G15 60G22 60G17 PDF BibTeX XML Cite \textit{C. Esser} and \textit{L. Loosveldt}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1471--1495 (2022; Zbl 07639714) Full Text: Link OpenURL
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. II. (English) Zbl 1502.60046 Mod. Stoch., Theory Appl. 9, No. 4, 431-452 (2022). MSC: 60G15 60G22 60G17 60G18 60H05 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 4, 431--452 (2022; Zbl 1502.60046) Full Text: DOI OpenURL
Daw, Lara; Loosveldt, Laurent Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process. (English) Zbl 07628823 Electron. J. Probab. 27, Paper No. 152, 45 p. (2022). MSC: 60G18 60G22 42C40 26A16 60G17 PDF BibTeX XML Cite \textit{L. Daw} and \textit{L. Loosveldt}, Electron. J. Probab. 27, Paper No. 152, 45 p. (2022; Zbl 07628823) Full Text: DOI arXiv OpenURL
Kim, Donghan Local times for continuous paths of arbitrary regularity. (English) Zbl 07621020 J. Theor. Probab. 35, No. 4, 2540-2568 (2022). MSC: 60G17 60G22 60H05 PDF BibTeX XML Cite \textit{D. Kim}, J. Theor. Probab. 35, No. 4, 2540--2568 (2022; Zbl 07621020) Full Text: DOI arXiv OpenURL
Wang, Ran; Xiao, Yimin Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. (English) Zbl 07621017 J. Theor. Probab. 35, No. 4, 2442-2479 (2022). MSC: 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Theor. Probab. 35, No. 4, 2442--2479 (2022; Zbl 07621017) Full Text: DOI arXiv OpenURL
Bisewski, Krzysztof; Dȩbicki, Krzysztof; Rolski, Tomasz Derivative of the expected supremum of fractional Brownian motion at \(H=1\). (English) Zbl 07613925 Queueing Syst. 102, No. 1-2, 53-68 (2022). MSC: 60G17 60G22 60G70 PDF BibTeX XML Cite \textit{K. Bisewski} et al., Queueing Syst. 102, No. 1--2, 53--68 (2022; Zbl 07613925) Full Text: DOI OpenURL
Hadiri, Soukaina; Sghir, Aissa Some results on the generalized Brownian bridge. (English) Zbl 1499.60115 Random Oper. Stoch. Equ. 30, No. 3, 197-204 (2022). MSC: 60G15 60G17 60G18 PDF BibTeX XML Cite \textit{S. Hadiri} and \textit{A. Sghir}, Random Oper. Stoch. Equ. 30, No. 3, 197--204 (2022; Zbl 1499.60115) Full Text: DOI OpenURL
Bisewski, Krzysztof; Dȩbicki, Krzysztof; Rolski, Tomasz Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\). (English) Zbl 07596275 Electron. J. Probab. 27, Paper No. 129, 35 p. (2022). MSC: 60G17 60G22 60G70 PDF BibTeX XML Cite \textit{K. Bisewski} et al., Electron. J. Probab. 27, Paper No. 129, 35 p. (2022; Zbl 07596275) Full Text: DOI arXiv Link OpenURL
Le Gall, Jean-François The volume measure of the Brownian sphere is a Hausdorff measure. (English) Zbl 07596266 Electron. J. Probab. 27, Paper No. 113, 28 p. (2022). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60G17 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, Electron. J. Probab. 27, Paper No. 113, 28 p. (2022; Zbl 07596266) Full Text: DOI arXiv Link OpenURL
Jourdain, Benjamin; Kahn, Ezéchiel Strong solutions to a beta-Wishart particle system. (English) Zbl 07594392 J. Theor. Probab. 35, No. 3, 1574-1613 (2022). Reviewer: Michael Voit (Dortmund) MSC: 60H10 60J60 60B20 60G17 60J70 PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{E. Kahn}, J. Theor. Probab. 35, No. 3, 1574--1613 (2022; Zbl 07594392) Full Text: DOI arXiv OpenURL
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. I. (English) Zbl 07587586 Mod. Stoch., Theory Appl. 9, No. 3, 313-338 (2022). MSC: 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 3, 313--338 (2022; Zbl 07587586) Full Text: DOI OpenURL
Shaposhnikov, Alexander; Wresch, Lukas Pathwise vs. path-by-path uniqueness. (English) Zbl 07561797 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1640-1649 (2022). MSC: 60H10 34F05 60G17 60J65 PDF BibTeX XML Cite \textit{A. Shaposhnikov} and \textit{L. Wresch}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1640--1649 (2022; Zbl 07561797) Full Text: DOI arXiv OpenURL
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri Sobolev regularity of occupation measures and paths, variability and compositions. (English) Zbl 1502.60049 Electron. J. Probab. 27, Paper No. 73, 29 p. (2022). MSC: 60G17 60G22 60G51 42B20 42B35 46E35 PDF BibTeX XML Cite \textit{M. Hinz} et al., Electron. J. Probab. 27, Paper No. 73, 29 p. (2022; Zbl 1502.60049) Full Text: DOI arXiv OpenURL
Randon-Furling, Julien; Salminen, Paavo; Vallois, Pierre On a first hit distribution of the running maximum of Brownian motion. (English) Zbl 1491.60145 Stochastic Processes Appl. 150, 1204-1221 (2022). MSC: 60J65 60G17 60G40 60G51 60G52 PDF BibTeX XML Cite \textit{J. Randon-Furling} et al., Stochastic Processes Appl. 150, 1204--1221 (2022; Zbl 1491.60145) Full Text: DOI arXiv OpenURL
Ayache, A.; Bouly, F. On local path behavior of surgailis multifractional processes. (English) Zbl 1495.60021 Theory Probab. Math. Stat. 106, 3-26 (2022). MSC: 60G22 60G17 60H05 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{F. Bouly}, Theory Probab. Math. Stat. 106, 3--26 (2022; Zbl 1495.60021) Full Text: DOI OpenURL
Mishura, Yuliya; Yoshidae, Nakahiro Divergence of an integral of a process with small ball estimate. (English) Zbl 1493.60059 Stochastic Processes Appl. 148, 1-24 (2022). Reviewer: Rasul A. Khan (Solon) MSC: 60F15 60G17 60G15 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{N. Yoshidae}, Stochastic Processes Appl. 148, 1--24 (2022; Zbl 1493.60059) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
Collin, Orphée; Comets, Francis Rate of escape of conditioned Brownian motion. (English) Zbl 1492.60270 Electron. J. Probab. 27, Paper No. 31, 26 p. (2022). MSC: 60K35 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{O. Collin} and \textit{F. Comets}, Electron. J. Probab. 27, Paper No. 31, 26 p. (2022; Zbl 1492.60270) Full Text: DOI OpenURL
Hong, Jialin; Liu, Zhihui; Sheng, Derui Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises. (English) Zbl 1491.60100 J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022). MSC: 60H15 60G17 60G22 60H07 PDF BibTeX XML Cite \textit{J. Hong} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022; Zbl 1491.60100) Full Text: DOI arXiv OpenURL
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 1495.60023 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDF BibTeX XML Cite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 1495.60023) Full Text: DOI arXiv OpenURL
Aurzada, Frank; Schickentanz, Dominic T. Brownian motion conditioned to spend limited time below a barrier. (English) Zbl 1490.60223 Stochastic Processes Appl. 146, 360-381 (2022). MSC: 60J65 60G17 60K37 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{D. T. Schickentanz}, Stochastic Processes Appl. 146, 360--381 (2022; Zbl 1490.60223) Full Text: DOI arXiv OpenURL
Ayache, Antoine; Bouly, Florent Moving average multifractional processes with random exponent: lower bounds for local oscillations. (English) Zbl 1492.60095 Stochastic Processes Appl. 146, 143-163 (2022). MSC: 60G22 60G17 60G18 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{F. Bouly}, Stochastic Processes Appl. 146, 143--163 (2022; Zbl 1492.60095) Full Text: DOI HAL OpenURL
Lee, Cheuk Yin The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism. (English) Zbl 1502.60042 Bernoulli 28, No. 1, 277-306 (2022). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{C. Y. Lee}, Bernoulli 28, No. 1, 277--306 (2022; Zbl 1502.60042) Full Text: DOI arXiv Link OpenURL
Dhifaoui, Zouhaier; Bardet, Jean-Marc Local correlation dimension of multidimensional stochastic process. (English) Zbl 1478.60116 Stat. Probab. Lett. 181, Article ID 109262, 7 p. (2022). MSC: 60G17 60G60 60J65 60G15 PDF BibTeX XML Cite \textit{Z. Dhifaoui} and \textit{J.-M. Bardet}, Stat. Probab. Lett. 181, Article ID 109262, 7 p. (2022; Zbl 1478.60116) Full Text: DOI OpenURL
Shieh, Narn-Rueih A normal number theorem for Brownian motion. (English) Zbl 1501.37052 Math. Res. Rep. (Amst.) 2, 15-20 (2021). MSC: 37H10 11K16 11K36 60G15 60G17 60J65 PDF BibTeX XML Cite \textit{N.-R. Shieh}, Math. Res. Rep. (Amst.) 2, 15--20 (2021; Zbl 1501.37052) Full Text: DOI OpenURL
Jaber, Eduardo Abi; Cuchiero, Christa; Larsson, Martin; Pulido, Sergio A weak solution theory for stochastic Volterra equations of convolution type. (English) Zbl 1484.60073 Ann. Appl. Probab. 31, No. 6, 2924-2952 (2021). MSC: 60H20 60H05 60G22 60G17 PDF BibTeX XML Cite \textit{E. A. Jaber} et al., Ann. Appl. Probab. 31, No. 6, 2924--2952 (2021; Zbl 1484.60073) Full Text: DOI arXiv OpenURL
Dalang, Robert C.; Mountford, Thomas Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet. (English) Zbl 1492.60139 Diss. Math. 570, 1-130 (2021). MSC: 60G60 60G17 60G15 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{T. Mountford}, Diss. Math. 570, 1--130 (2021; Zbl 1492.60139) Full Text: DOI arXiv OpenURL
Han, Xiyue A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion. (English) Zbl 1481.60080 Electron. Commun. Probab. 26, Paper No. 54, 12 p. (2021). Reviewer: Weiping Li (Guanghan) MSC: 60G22 60G15 60G17 PDF BibTeX XML Cite \textit{X. Han}, Electron. Commun. Probab. 26, Paper No. 54, 12 p. (2021; Zbl 1481.60080) Full Text: DOI arXiv OpenURL
Panzo, Hugo Independent factorization of the last zero arcsine law for Bessel processes with drift. (English) Zbl 1495.60019 Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021). MSC: 60G17 60J60 60J65 PDF BibTeX XML Cite \textit{H. Panzo}, Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021; Zbl 1495.60019) Full Text: DOI arXiv Backlinks: MO OpenURL
Vasylyk, O. I.; Rozora, I. V.; Ianevych, T. O.; Lovyts’ka, I. I. On some method on model construction for strictly \(\varphi\)-sub-Gaussian generalized fractional Brownian motion. (Ukrainian. English summary) Zbl 1488.60075 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 18-25 (2021). MSC: 60G07 60G17 60G70 PDF BibTeX XML Cite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 18--25 (2021; Zbl 1488.60075) Full Text: DOI OpenURL
Vasylyk, O. I.; Lovyts’ka, I. I. Simulation of a strictly \(\varphi\)-sub-Gaussian generalized fractional Brownian motion. (Ukrainian. English summary) Zbl 1488.60074 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 1, 11-19 (2021). MSC: 60G07 60G17 35R60 60E07 60G70 PDF BibTeX XML Cite \textit{O. I. Vasylyk} and \textit{I. I. Lovyts'ka}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 1, 11--19 (2021; Zbl 1488.60074) Full Text: DOI OpenURL
Anastassiou, George A. Generalized fractional calculus. New advancements and applications. (English) Zbl 1473.26001 Studies in Systems, Decision and Control 305. Cham: Springer (ISBN 978-3-030-56961-7/hbk; 978-3-030-56964-8/pbk; 978-3-030-56962-4/ebook). xv, 498 p. (2021). MSC: 26-02 26A33 26D10 26D15 41A36 60G17 60G22 PDF BibTeX XML Cite \textit{G. A. Anastassiou}, Generalized fractional calculus. New advancements and applications. Cham: Springer (2021; Zbl 1473.26001) Full Text: DOI OpenURL
Wang, Ran; Zhang, Shiling Decompositions of stochastic convolution driven by a white-fractional Gaussian noise. (English) Zbl 1479.60077 Front. Math. China 16, No. 4, 1063-1073 (2021). MSC: 60G15 60H15 60G17 PDF BibTeX XML Cite \textit{R. Wang} and \textit{S. Zhang}, Front. Math. China 16, No. 4, 1063--1073 (2021; Zbl 1479.60077) Full Text: DOI arXiv OpenURL
Zili, M.; Zougar, E. Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise. (English) Zbl 1473.60101 Theory Probab. Math. Stat. 104, 123-144 (2021). MSC: 60H15 60G22 60G15 60G17 60G60 35K10 33B20 PDF BibTeX XML Cite \textit{M. Zili} and \textit{E. Zougar}, Theory Probab. Math. Stat. 104, 123--144 (2021; Zbl 1473.60101) Full Text: DOI OpenURL
Wang, Wen Sheng Asymptotic distributions for power variation of the solution to a stochastic heat equation. (English) Zbl 1486.60083 Acta Math. Sin., Engl. Ser. 37, No. 9, 1367-1383 (2021). Reviewer: Anhui Gu (Chongqing) MSC: 60H15 60F17 60H40 60J65 60G17 60E07 35K05 35R60 PDF BibTeX XML Cite \textit{W. S. Wang}, Acta Math. Sin., Engl. Ser. 37, No. 9, 1367--1383 (2021; Zbl 1486.60083) Full Text: DOI OpenURL
Loboda, Dennis; Mies, Fabian; Steland, Ansgar Regularity of multifractional moving average processes with random Hurst exponent. (English) Zbl 1475.60075 Stochastic Processes Appl. 140, 21-48 (2021). MSC: 60G22 60G17 60G18 PDF BibTeX XML Cite \textit{D. Loboda} et al., Stochastic Processes Appl. 140, 21--48 (2021; Zbl 1475.60075) Full Text: DOI arXiv OpenURL
Gulisashvili, Archil Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness. (English) Zbl 1475.60059 Stochastic Processes Appl. 139, 37-79 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F10 60G15 60G22 91B24 91G20 PDF BibTeX XML Cite \textit{A. Gulisashvili}, Stochastic Processes Appl. 139, 37--79 (2021; Zbl 1475.60059) Full Text: DOI arXiv OpenURL
Dalang, Robert C.; Lee, Cheuk Yin; Mueller, Carl; Xiao, Yimin Multiple points of Gaussian random fields. (English) Zbl 1480.60089 Electron. J. Probab. 26, Paper No. 17, 25 p. (2021). MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{R. C. Dalang} et al., Electron. J. Probab. 26, Paper No. 17, 25 p. (2021; Zbl 1480.60089) Full Text: DOI arXiv OpenURL
Lipshutz, David; Ramanan, Kavita Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone. (English) Zbl 1478.60223 Math. Oper. Res. 46, No. 2, 524-558 (2021). MSC: 60J65 60G17 60G40 65C35 PDF BibTeX XML Cite \textit{D. Lipshutz} and \textit{K. Ramanan}, Math. Oper. Res. 46, No. 2, 524--558 (2021; Zbl 1478.60223) Full Text: DOI arXiv OpenURL
Su, Zhong-gen; Lei, Yu-huan; Shen, Tian Tracy-Widom distribution, Airy\(_2\) process and its sample path properties. (English) Zbl 1474.60231 Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 128-158 (2021). MSC: 60K35 60B20 60G17 PDF BibTeX XML Cite \textit{Z.-g. Su} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 128--158 (2021; Zbl 1474.60231) Full Text: DOI OpenURL
Friz, Peter K.; Tran, Huy; Yuan, Yizheng Regularity of SLE in \((t,\kappa)\) and refined GRR estimates. (English) Zbl 1468.30021 Probab. Theory Relat. Fields 180, No. 1-2, 71-112 (2021). MSC: 30C20 60G17 60G60 60J67 60K35 PDF BibTeX XML Cite \textit{P. K. Friz} et al., Probab. Theory Relat. Fields 180, No. 1--2, 71--112 (2021; Zbl 1468.30021) Full Text: DOI arXiv OpenURL
Ondreját, Martin; Veraar, Mark On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces. (English. French summary) Zbl 1483.60058 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792-1808 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G17 46E35 60J65 60H15 PDF BibTeX XML Cite \textit{M. Ondreját} and \textit{M. Veraar}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792--1808 (2020; Zbl 1483.60058) Full Text: DOI arXiv Euclid OpenURL
Houdré, Christian; Litherland, Trevis J. On the limiting shape of Young diagrams associated with Markov random words. (English) Zbl 1462.60013 Markov Process. Relat. Fields 26, No. 5, 779-837 (2020). Reviewer: Yilun Shang (Newcastle) MSC: 60C05 60F05 60F17 60G15 60G17 05A16 PDF BibTeX XML Cite \textit{C. Houdré} and \textit{T. J. Litherland}, Markov Process. Relat. Fields 26, No. 5, 779--837 (2020; Zbl 1462.60013) Full Text: arXiv Link OpenURL
Jakubowski, Jacek; Wiśniewolski, Maciej Another look at the Hartman-Watson distributions. (English) Zbl 1454.60125 Potential Anal. 53, No. 4, 1269-1297 (2020). MSC: 60J65 60J60 60G17 91G80 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Potential Anal. 53, No. 4, 1269--1297 (2020; Zbl 1454.60125) Full Text: DOI OpenURL
Salminen, Paavo; Vallois, Pierre On the maximum increase and decrease of one-dimensional diffusions. (English) Zbl 1450.60042 Stochastic Processes Appl. 130, No. 9, 5592-5604 (2020). MSC: 60J60 60J65 60G17 62P05 PDF BibTeX XML Cite \textit{P. Salminen} and \textit{P. Vallois}, Stochastic Processes Appl. 130, No. 9, 5592--5604 (2020; Zbl 1450.60042) Full Text: DOI OpenURL
Hernández, Osvaldo Angtuncio; Uribe Bravo, Gerónimo Dini derivatives and regularity for exchangeable increment processes. (English) Zbl 1469.60105 Trans. Am. Math. Soc., Ser. B 7, 24-45 (2020). MSC: 60G09 60G17 PDF BibTeX XML Cite \textit{O. A. Hernández} and \textit{G. Uribe Bravo}, Trans. Am. Math. Soc., Ser. B 7, 24--45 (2020; Zbl 1469.60105) Full Text: DOI arXiv OpenURL
Eichinger, Katharina; Kuehn, Christian; Neamţu, Alexandra Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion. (English) Zbl 1447.60098 J. Stat. Phys. 179, No. 5-6, 1222-1266 (2020). MSC: 60H15 34E15 34F05 37H10 60H10 PDF BibTeX XML Cite \textit{K. Eichinger} et al., J. Stat. Phys. 179, No. 5--6, 1222--1266 (2020; Zbl 1447.60098) Full Text: DOI arXiv OpenURL
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{Y. Li} et al., Front. Math. China 15, No. 3, 507--528 (2020; Zbl 1451.60092) Full Text: DOI OpenURL
Iafrate, F.; Orsingher, E. Some results on the Brownian meander with drift. (English) Zbl 1456.60090 J. Theor. Probab. 33, No. 2, 1034-1060 (2020). MSC: 60G17 60J65 PDF BibTeX XML Cite \textit{F. Iafrate} and \textit{E. Orsingher}, J. Theor. Probab. 33, No. 2, 1034--1060 (2020; Zbl 1456.60090) Full Text: DOI arXiv OpenURL
Gulisashvili, Archil Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions. (English) Zbl 1434.60089 Stochastic Processes Appl. 130, No. 6, 3648-3686 (2020). MSC: 60F10 60G15 91G20 60G18 60G22 41A60 PDF BibTeX XML Cite \textit{A. Gulisashvili}, Stochastic Processes Appl. 130, No. 6, 3648--3686 (2020; Zbl 1434.60089) Full Text: DOI arXiv OpenURL
Nourdin, Ivan; Peccati, Giovanni; Seuret, Stéphane Sojourn time dimensions of fractional Brownian motion. (English) Zbl 1444.60030 Bernoulli 26, No. 3, 1619-1634 (2020). MSC: 60G22 60G15 60G17 PDF BibTeX XML Cite \textit{I. Nourdin} et al., Bernoulli 26, No. 3, 1619--1634 (2020; Zbl 1444.60030) Full Text: DOI arXiv Euclid OpenURL
Le Guével, R.; Lévy Véhel, J. Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes. (English) Zbl 1472.60068 Stochastic Processes Appl. 130, No. 4, 2032-2057 (2020). Reviewer: Pavel Gapeev (London) MSC: 60G17 60G22 60G51 28A80 PDF BibTeX XML Cite \textit{R. Le Guével} and \textit{J. Lévy Véhel}, Stochastic Processes Appl. 130, No. 4, 2032--2057 (2020; Zbl 1472.60068) Full Text: DOI arXiv Link OpenURL
Wang, Wensheng; Su, Zhonggen; Xiao, Yimin The moduli of non-differentiability for Gaussian random fields with stationary increments. (English) Zbl 1466.60104 Bernoulli 26, No. 2, 1410-1430 (2020). MSC: 60G60 60G15 60G17 60G22 PDF BibTeX XML Cite \textit{W. Wang} et al., Bernoulli 26, No. 2, 1410--1430 (2020; Zbl 1466.60104) Full Text: DOI Euclid OpenURL
Yosef, Arthur; Baranes, Amos Karhunen-Loève expansion of a set indexed fractional Brownian motion. (English) Zbl 1453.60090 Stat. Probab. Lett. 156, Article ID 108629, 6 p. (2020). MSC: 60G22 60J65 60G15 60G17 PDF BibTeX XML Cite \textit{A. Yosef} and \textit{A. Baranes}, Stat. Probab. Lett. 156, Article ID 108629, 6 p. (2020; Zbl 1453.60090) Full Text: DOI OpenURL
Biermé, Hermine; Lacaux, Céline Fast and exact synthesis of some operator scaling Gaussian random fields. (English) Zbl 1471.60076 Appl. Comput. Harmon. Anal. 48, No. 1, 293-320 (2020). MSC: 60G60 60G15 60G22 60G17 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{C. Lacaux}, Appl. Comput. Harmon. Anal. 48, No. 1, 293--320 (2020; Zbl 1471.60076) Full Text: DOI HAL OpenURL
Ouahra, M. Ait; Ouahhabi, H.; Sghir, A. Continuity in law of some additive functionals of bifractional Brownian motion. (English) Zbl 1495.60024 Stochastics 91, No. 4, 613-628 (2019). MSC: 60G22 60F17 60G15 60G17 60J55 PDF BibTeX XML Cite \textit{M. A. Ouahra} et al., Stochastics 91, No. 4, 613--628 (2019; Zbl 1495.60024) Full Text: DOI OpenURL
Zani, Marguerite; Zhou, Wei Brownian sheet indexed by \(\mathbb{R}^N\): local time and bubbles. (English) Zbl 1452.60048 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 381-403 (2019). MSC: 60J55 60G17 60G15 PDF BibTeX XML Cite \textit{M. Zani} and \textit{W. Zhou}, Lect. Notes Math. 2252, 381--403 (2019; Zbl 1452.60048) Full Text: DOI OpenURL
Panzo, Hugo Scaled penalization of Brownian motion with drift and the Brownian ascent. (English) Zbl 1452.60052 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 257-300 (2019). MSC: 60J65 60G40 60G17 PDF BibTeX XML Cite \textit{H. Panzo}, Lect. Notes Math. 2252, 257--300 (2019; Zbl 1452.60052) Full Text: DOI arXiv OpenURL
Rudenko, Alexey Intersection local times in \(L_2\) for Markov processes. (English) Zbl 1449.60122 Theory Stoch. Process. 24, No. 1, 64-95 (2019). MSC: 60J55 60J65 60G17 PDF BibTeX XML Cite \textit{A. Rudenko}, Theory Stoch. Process. 24, No. 1, 64--95 (2019; Zbl 1449.60122) Full Text: Link OpenURL
Herbin, Erick; Xiao, Yimin Sample paths properties of the set-indexed fractional Brownian motion. (English) Zbl 1458.60046 Aldroubi, Akram (ed.) et al., New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 – August 11, 2017. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 293-316 (2019). MSC: 60G22 60G60 60G15 60G17 60G18 28A80 PDF BibTeX XML Cite \textit{E. Herbin} and \textit{Y. Xiao}, in: New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 -- August 11, 2017. Cham: Birkhäuser. 293--316 (2019; Zbl 1458.60046) Full Text: DOI OpenURL
Lakner, Peter; Reed, Josh; Zwart, Bert On the roughness of the paths of RBM in a wedge. (English. French summary) Zbl 1466.60168 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1566-1598 (2019). MSC: 60J65 60J27 60G17 60G52 60J55 PDF BibTeX XML Cite \textit{P. Lakner} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1566--1598 (2019; Zbl 1466.60168) Full Text: DOI Euclid OpenURL
Lipshutz, David; Ramanan, Kavita Pathwise differentiability of reflected diffusions in convex polyhedral domains. (English. French summary) Zbl 1466.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439-1476 (2019). MSC: 60G17 90C31 93B35 60H07 60H10 65C30 PDF BibTeX XML Cite \textit{D. Lipshutz} and \textit{K. Ramanan}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439--1476 (2019; Zbl 1466.60076) Full Text: DOI arXiv Euclid OpenURL
Kouritzin, Michael A.; Lê, Khoa; Sezer, Deniz Laws of large numbers for supercritical branching Gaussian processes. (English) Zbl 1422.60120 Stochastic Processes Appl. 129, No. 9, 3463-3498 (2019). MSC: 60H30 60H10 60H15 60H07 60G17 PDF BibTeX XML Cite \textit{M. A. Kouritzin} et al., Stochastic Processes Appl. 129, No. 9, 3463--3498 (2019; Zbl 1422.60120) Full Text: DOI arXiv OpenURL
Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre Probability density function of the local score position. (English) Zbl 1422.60062 Stochastic Processes Appl. 129, No. 10, 3664-3689 (2019). MSC: 60G17 60J25 60J65 PDF BibTeX XML Cite \textit{A. Lagnoux} et al., Stochastic Processes Appl. 129, No. 10, 3664--3689 (2019; Zbl 1422.60062) Full Text: DOI HAL OpenURL
Wang, Wensheng; Xiao, Yimin The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion. (English) Zbl 1458.60047 Stat. Probab. Lett. 150, 81-87 (2019). MSC: 60G22 60G15 60G17 60F10 PDF BibTeX XML Cite \textit{W. Wang} and \textit{Y. Xiao}, Stat. Probab. Lett. 150, 81--87 (2019; Zbl 1458.60047) Full Text: DOI OpenURL
Ayache, Antoine; Esser, Céline; Kleyntssens, Thomas Different possible behaviors of wavelet leaders of the Brownian motion. (English) Zbl 1459.60167 Stat. Probab. Lett. 150, 54-60 (2019). MSC: 60J65 60G17 65T60 PDF BibTeX XML Cite \textit{A. Ayache} et al., Stat. Probab. Lett. 150, 54--60 (2019; Zbl 1459.60167) Full Text: DOI OpenURL
Holden, Nina; Nacu, Şerban; Peres, Yuval; Salisbury, Thomas S. How round are the complementary components of planar Brownian motion? (English. French summary) Zbl 1466.60075 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 882-908 (2019). MSC: 60G17 60G65 PDF BibTeX XML Cite \textit{N. Holden} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 882--908 (2019; Zbl 1466.60075) Full Text: DOI arXiv Euclid OpenURL
Ayache, A.; Esmili, Y. Wavelet analysis of a multifractional process in an arbitrary Wiener chaos. (English) Zbl 1488.60091 Theory Probab. Math. Stat. 98, 27-49 (2019) and Teor. Jmovirn. Mat. Stat. 98, 29-50 (2018). MSC: 60G22 60G17 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{Y. Esmili}, Theory Probab. Math. Stat. 98, 27--49 (2019; Zbl 1488.60091) Full Text: DOI OpenURL
Boedihardjo, H.; Geng, X.; Liu, X.; Qian, Z. A quasi-sure non-degeneracy property for the Brownian rough path. (English) Zbl 1465.60045 Potential Anal. 51, No. 1, 1-21 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60L20 60G17 60J45 PDF BibTeX XML Cite \textit{H. Boedihardjo} et al., Potential Anal. 51, No. 1, 1--21 (2019; Zbl 1465.60045) Full Text: DOI arXiv OpenURL
Fan, Xiequan; Véhel, Jacques Lévy Tempered fractional multistable motion and tempered multifractional stable motion. (English) Zbl 1411.60072 ESAIM, Probab. Stat. 23, 37-67 (2019). MSC: 60G52 60G18 60G22 60G17 60E07 PDF BibTeX XML Cite \textit{X. Fan} and \textit{J. L. Véhel}, ESAIM, Probab. Stat. 23, 37--67 (2019; Zbl 1411.60072) Full Text: DOI arXiv OpenURL
Li, Jiawei; Qian, Zhongmin Fine properties of fractional Brownian motions on Wiener space. (English) Zbl 1478.60127 J. Math. Anal. Appl. 473, No. 1, 141-173 (2019). MSC: 60G22 60G17 60H07 46E30 PDF BibTeX XML Cite \textit{J. Li} and \textit{Z. Qian}, J. Math. Anal. Appl. 473, No. 1, 141--173 (2019; Zbl 1478.60127) Full Text: DOI arXiv OpenURL
Seuret, Stéphane; Yang, Xiaochuan On sojourn of Brownian motion inside moving boundaries. (English) Zbl 1409.60076 Stochastic Processes Appl. 129, No. 3, 978-994 (2019). MSC: 60G51 28A80 60G17 PDF BibTeX XML Cite \textit{S. Seuret} and \textit{X. Yang}, Stochastic Processes Appl. 129, No. 3, 978--994 (2019; Zbl 1409.60076) Full Text: DOI arXiv OpenURL
López, Sergio I.; Pimentel, Leandro P. R. On the location of the maximum of a process: Lévy, Gaussian and random field cases. (English) Zbl 1502.60051 Stochastics 90, No. 8, 1221-1237 (2018). MSC: 60G17 60G10 60G15 60G51 60G60 60J65 PDF BibTeX XML Cite \textit{S. I. López} and \textit{L. P. R. Pimentel}, Stochastics 90, No. 8, 1221--1237 (2018; Zbl 1502.60051) Full Text: DOI OpenURL
Liang, Mingjie; Wu, Bingyao Small deviations for admixture additive & multiplicative processes. (English) Zbl 1498.60122 J. Inequal. Appl. 2018, Paper No. 204, 12 p. (2018). MSC: 60F15 60G15 60G60 60G17 60J65 60J55 PDF BibTeX XML Cite \textit{M. Liang} and \textit{B. Wu}, J. Inequal. Appl. 2018, Paper No. 204, 12 p. (2018; Zbl 1498.60122) Full Text: DOI OpenURL
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions. (English) Zbl 1423.60064 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 123-146 (2018). MSC: 60G17 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} et al., Springer Proc. Math. Stat. 271, 123--146 (2018; Zbl 1423.60064) Full Text: DOI arXiv OpenURL
Mukeru, Safari The zero set of fractional Brownian motion is a Salem set. (English) Zbl 1420.60101 J. Fourier Anal. Appl. 24, No. 4, 957-999 (2018). MSC: 60J65 60G17 28A80 42B10 42B20 PDF BibTeX XML Cite \textit{S. Mukeru}, J. Fourier Anal. Appl. 24, No. 4, 957--999 (2018; Zbl 1420.60101) Full Text: DOI OpenURL
Forman, Noah Brownian bricklayer: a random space-filling curve. (English) Zbl 1407.60108 Stat. Probab. Lett. 143, 43-46 (2018). MSC: 60J55 60G17 PDF BibTeX XML Cite \textit{N. Forman}, Stat. Probab. Lett. 143, 43--46 (2018; Zbl 1407.60108) Full Text: DOI arXiv OpenURL
Lupu, Titus Poisson ensembles of loops of one-dimensional diffusion. (English) Zbl 1425.60004 Mém. Soc. Math. Fr., Nouv. Sér. 158, 1-158 (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60-02 60G15 60G17 60G55 60J55 60J60 60J65 60J80 PDF BibTeX XML Cite \textit{T. Lupu}, Mém. Soc. Math. Fr., Nouv. Sér. 158, 1--158 (2018; Zbl 1425.60004) Full Text: DOI arXiv OpenURL
Dumaz, Laure Large deviations and path properties of the true self-repelling motion. (Grandes déviations et propriétés trajectorielles du «vrai» processus auto-répulsif.) (English. French summary) Zbl 1404.60039 Bull. Soc. Math. Fr. 146, No. 1, 215-240 (2018). MSC: 60F10 60G18 60K35 60G17 PDF BibTeX XML Cite \textit{L. Dumaz}, Bull. Soc. Math. Fr. 146, No. 1, 215--240 (2018; Zbl 1404.60039) Full Text: arXiv OpenURL
Yaskov, Pavel Extensions of the sewing lemma with applications. (English) Zbl 1409.60088 Stochastic Processes Appl. 128, No. 11, 3940-3965 (2018). MSC: 60H05 28A25 60G17 60G22 PDF BibTeX XML Cite \textit{P. Yaskov}, Stochastic Processes Appl. 128, No. 11, 3940--3965 (2018; Zbl 1409.60088) Full Text: DOI arXiv OpenURL
da Silva, José Luís; Erraoui, Mohamed Singularity of generalized grey Brownian motions with different parameters. (English) Zbl 1401.60069 Stochastic Anal. Appl. 36, No. 4, 726-732 (2018). MSC: 60G30 60G22 60G17 PDF BibTeX XML Cite \textit{J. L. da Silva} and \textit{M. Erraoui}, Stochastic Anal. Appl. 36, No. 4, 726--732 (2018; Zbl 1401.60069) Full Text: DOI arXiv OpenURL
Choe, Hi Jun; Chu, Jeong Ho; Kim, Jongeun Generating sample paths and their convergence of the geometric fractional Brownian motion. (English) Zbl 1394.60035 Bull. Korean Math. Soc. 55, No. 4, 1241-1261 (2018). MSC: 60G22 60G17 60H07 PDF BibTeX XML Cite \textit{H. J. Choe} et al., Bull. Korean Math. Soc. 55, No. 4, 1241--1261 (2018; Zbl 1394.60035) Full Text: Link OpenURL
Pitman, Jim; Tang, Wenpin The argmin process of random walks, Brownian motion and Lévy processes. (English) Zbl 1410.60046 Electron. J. Probab. 23, Paper No. 60, 35 p. (2018). MSC: 60G50 60G51 60J65 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{W. Tang}, Electron. J. Probab. 23, Paper No. 60, 35 p. (2018; Zbl 1410.60046) Full Text: DOI arXiv Euclid OpenURL
Wang, Falei; Zheng, Guoqiang Sample path properties of \(G\)-Brownian motion. (English) Zbl 1405.60048 J. Math. Anal. Appl. 467, No. 1, 421-431 (2018). MSC: 60G17 60H10 60J65 PDF BibTeX XML Cite \textit{F. Wang} and \textit{G. Zheng}, J. Math. Anal. Appl. 467, No. 1, 421--431 (2018; Zbl 1405.60048) Full Text: DOI OpenURL
Lan, Xiaohong; Xiao, Yimin Strong local nondeterminism of spherical fractional Brownian motion. (English) Zbl 1392.60034 Stat. Probab. Lett. 135, 44-50 (2018). MSC: 60G22 60G60 60G17 PDF BibTeX XML Cite \textit{X. Lan} and \textit{Y. Xiao}, Stat. Probab. Lett. 135, 44--50 (2018; Zbl 1392.60034) Full Text: DOI arXiv OpenURL
Davis, Mark; Obłój, Jan; Siorpaes, Pietro Pathwise stochastic calculus with local times. (English. French summary) Zbl 1394.60032 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1-21 (2018). MSC: 60G17 60H05 60J55 PDF BibTeX XML Cite \textit{M. Davis} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1--21 (2018; Zbl 1394.60032) Full Text: DOI arXiv OpenURL
Benjamini, Itai; Shamov, Alexander Where does a random process hit a fractal barrier? (English) Zbl 1398.60087 Electron. Commun. Probab. 23, Paper No. 25, 5 p. (2018). MSC: 60J65 28A80 60G17 PDF BibTeX XML Cite \textit{I. Benjamini} and \textit{A. Shamov}, Electron. Commun. Probab. 23, Paper No. 25, 5 p. (2018; Zbl 1398.60087) Full Text: DOI arXiv Euclid OpenURL
Benigni, Lucas; Cosco, Clément; Shapira, Assaf; Wiese, Kay Jörg Hausdorff dimension of the record set of a fractional Brownian motion. (English) Zbl 1390.60143 Electron. Commun. Probab. 23, Paper No. 22, 8 p. (2018). MSC: 60G22 60G17 60G18 28A78 28A80 PDF BibTeX XML Cite \textit{L. Benigni} et al., Electron. Commun. Probab. 23, Paper No. 22, 8 p. (2018; Zbl 1390.60143) Full Text: DOI arXiv Euclid OpenURL
Bauer, Michel; Bernard, Denis Stochastic spikes and strong noise limits of stochastic differential equations. (English) Zbl 1391.60073 Ann. Henri Poincaré 19, No. 3, 653-693 (2018). Reviewer: Laure Gouba (Trieste) MSC: 60G17 60H05 60H10 60J60 60J65 PDF BibTeX XML Cite \textit{M. Bauer} and \textit{D. Bernard}, Ann. Henri Poincaré 19, No. 3, 653--693 (2018; Zbl 1391.60073) Full Text: DOI arXiv OpenURL
Jacka, Saul D.; Ocejo, Adriana On the regularity of American options with regime-switching uncertainty. (English) Zbl 1395.91521 Stochastic Processes Appl. 128, No. 3, 803-818 (2018). MSC: 91G80 60K37 60G17 60J70 93C30 35B65 PDF BibTeX XML Cite \textit{S. D. Jacka} and \textit{A. Ocejo}, Stochastic Processes Appl. 128, No. 3, 803--818 (2018; Zbl 1395.91521) Full Text: DOI arXiv Link OpenURL
Schertzer, Emmanuel Renewal structure of the Brownian taut string. (English) Zbl 1380.60083 Stochastic Processes Appl. 128, No. 2, 487-504 (2018). MSC: 60K05 60F15 60G17 60J65 PDF BibTeX XML Cite \textit{E. Schertzer}, Stochastic Processes Appl. 128, No. 2, 487--504 (2018; Zbl 1380.60083) Full Text: DOI arXiv OpenURL
Sabzikar, Farzad; Surgailis, Donatas Tempered fractional Brownian and stable motions of second kind. (English) Zbl 1380.60047 Stat. Probab. Lett. 132, 17-27 (2018). MSC: 60G22 60G17 60G52 PDF BibTeX XML Cite \textit{F. Sabzikar} and \textit{D. Surgailis}, Stat. Probab. Lett. 132, 17--27 (2018; Zbl 1380.60047) Full Text: DOI arXiv OpenURL
Ba, Demba Bocar On the fractional Brownian motion: Hansdorff dimension and Fourier expansion of fractional Brownian motion. (English) Zbl 1425.60037 Int. J. Adv. Appl. Math. Mech. 5, No. 2, 53-59 (2017). MSC: 60G22 60G17 28A80 PDF BibTeX XML Cite \textit{D. B. Ba}, Int. J. Adv. Appl. Math. Mech. 5, No. 2, 53--59 (2017; Zbl 1425.60037) Full Text: Link OpenURL
Ayache, Antoine; Hamonier, Julien Behaviour of linear multifractional stable motion: membership of a critical Hölder space. (English) Zbl 1394.60031 Stochastics 89, No. 5, 709-725 (2017). MSC: 60G17 60G22 60G52 60G60 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{J. Hamonier}, Stochastics 89, No. 5, 709--725 (2017; Zbl 1394.60031) Full Text: DOI arXiv OpenURL
Richard, Alexandre Some singular sample path properties of a multiparameter fractional Brownian motion. (English) Zbl 1408.60026 J. Theor. Probab. 30, No. 4, 1285-1309 (2017). MSC: 60F17 60G22 60G60 60G17 60G15 PDF BibTeX XML Cite \textit{A. Richard}, J. Theor. Probab. 30, No. 4, 1285--1309 (2017; Zbl 1408.60026) Full Text: DOI arXiv OpenURL
Ait Ouahra, Mohamed; Guerbaz, Raby Moduli of continuity of the local time of a class of sub-fractional Brownian motions. (English) Zbl 1386.60020 Random Oper. Stoch. Equ. 25, No. 4, 225-234 (2017). MSC: 60B12 60G15 60G17 60J55 PDF BibTeX XML Cite \textit{M. Ait Ouahra} and \textit{R. Guerbaz}, Random Oper. Stoch. Equ. 25, No. 4, 225--234 (2017; Zbl 1386.60020) Full Text: DOI OpenURL
Salins, Michael; Spiliopoulos, Konstantinos Markov processes with spatial delay: path space characterization, occupation time and properties. (English) Zbl 1372.60118 Stoch. Dyn. 17, No. 6, Article ID 1750042, 21 p. (2017). MSC: 60J60 60J65 60J55 60G17 60H10 PDF BibTeX XML Cite \textit{M. Salins} and \textit{K. Spiliopoulos}, Stoch. Dyn. 17, No. 6, Article ID 1750042, 21 p. (2017; Zbl 1372.60118) Full Text: DOI arXiv OpenURL
Luan, Na Na Chung’s law of the iterated logarithm for subfractional Brownian motion. (English) Zbl 1372.60037 Acta Math. Sin., Engl. Ser. 33, No. 6, 839-850 (2017). MSC: 60F15 60G22 60G15 60G17 60G18 PDF BibTeX XML Cite \textit{N. N. Luan}, Acta Math. Sin., Engl. Ser. 33, No. 6, 839--850 (2017; Zbl 1372.60037) Full Text: DOI OpenURL