Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G05 60G10 60G15 60G17 60G18 60G20 60G22 60G50 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Bai, Shuyang Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. (English) Zbl 07284540 J. Appl. Probab. 57, No. 4, 1234-1251 (2020). MSC: 60G18 PDF BibTeX XML Cite \textit{S. Bai}, J. Appl. Probab. 57, No. 4, 1234--1251 (2020; Zbl 07284540) Full Text: DOI
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 07268525 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 07268525) Full Text: DOI
Kovchegov, Yevgeniy; Zaliapin, Ilya Dynamical pruning of rooted trees with applications to 1-D ballistic annihilation. (English) Zbl 1451.37063 J. Stat. Phys. 181, No. 2, 618-672 (2020). MSC: 37E25 80A30 05C05 PDF BibTeX XML Cite \textit{Y. Kovchegov} and \textit{I. Zaliapin}, J. Stat. Phys. 181, No. 2, 618--672 (2020; Zbl 1451.37063) Full Text: DOI
Ayache, Antoine Lower bound for local oscillations of Hermite processes. (English) Zbl 1444.60028 Stochastic Processes Appl. 130, No. 8, 4593-4607 (2020). MSC: 60G17 60G18 60H05 PDF BibTeX XML Cite \textit{A. Ayache}, Stochastic Processes Appl. 130, No. 8, 4593--4607 (2020; Zbl 1444.60028) Full Text: DOI
Campese, Simon; Nourdin, Ivan; Nualart, David Continuous Breuer-Major theorem: tightness and nonstationarity. (English) Zbl 07206755 Ann. Probab. 48, No. 1, 147-177 (2020). MSC: 60G15 60F17 60H07 60G05 PDF BibTeX XML Cite \textit{S. Campese} et al., Ann. Probab. 48, No. 1, 147--177 (2020; Zbl 07206755) Full Text: DOI Euclid
Troscheit, Sascha The quasi-Assouad dimension of stochastically self-similar sets. (English) Zbl 1437.28014 Proc. R. Soc. Edinb., Sect. A, Math. 150, No. 1, 261-275 (2020). Reviewer: Peter Massopust (München) MSC: 28A80 28C15 60J85 PDF BibTeX XML Cite \textit{S. Troscheit}, Proc. R. Soc. Edinb., Sect. A, Math. 150, No. 1, 261--275 (2020; Zbl 1437.28014) Full Text: DOI
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao From infinite urn schemes to self-similar stable processes. (English) Zbl 1434.60105 Stochastic Processes Appl. 130, No. 4, 2471-2487 (2020). MSC: 60F17 60G18 60G52 PDF BibTeX XML Cite \textit{O. Durieu} et al., Stochastic Processes Appl. 130, No. 4, 2471--2487 (2020; Zbl 1434.60105) Full Text: DOI
Chaumont, Loïc; Lamine, Salem On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes. (English) Zbl 1434.60209 Stochastic Processes Appl. 130, No. 5, 3174-3192 (2020). MSC: 60J45 60G18 60G51 60J25 60J60 60J76 PDF BibTeX XML Cite \textit{L. Chaumont} and \textit{S. Lamine}, Stochastic Processes Appl. 130, No. 5, 3174--3192 (2020; Zbl 1434.60209) Full Text: DOI
Falconer, K. J.; Lévy Véhel, J. Self-stabilizing processes based on random signs. (English) Zbl 07169679 J. Theor. Probab. 33, No. 1, 134-152 (2020). MSC: 60G18 60G52 PDF BibTeX XML Cite \textit{K. J. Falconer} and \textit{J. Lévy Véhel}, J. Theor. Probab. 33, No. 1, 134--152 (2020; Zbl 07169679) Full Text: DOI
Lakhel, El Hassan; Tlidi, Abdelmonaim Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays. (English) Zbl 1439.60062 Random Oper. Stoch. Equ. 27, No. 4, 213-223 (2019). MSC: 60H15 60G18 60G22 60H20 PDF BibTeX XML Cite \textit{E. H. Lakhel} and \textit{A. Tlidi}, Random Oper. Stoch. Equ. 27, No. 4, 213--223 (2019; Zbl 1439.60062) Full Text: DOI
Garcin, Matthieu Hurst exponents and delampertized fractional Brownian motions. (English) Zbl 07102646 Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950024, 26 p. (2019). MSC: 60G10 60G15 60G18 60G22 62M09 62M10 62P05 PDF BibTeX XML Cite \textit{M. Garcin}, Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950024, 26 p. (2019; Zbl 07102646) Full Text: DOI
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDF BibTeX XML Cite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 07062622 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDF BibTeX XML Cite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 07062622) Full Text: DOI
Profeta, Christophe; Simon, Thomas Cramér’s estimate for stable processes with power drift. (English) Zbl 07055655 Electron. J. Probab. 24, Paper No. 17, 21 p. (2019). MSC: 60G18 60G22 60G51 60G52 60G70 PDF BibTeX XML Cite \textit{C. Profeta} and \textit{T. Simon}, Electron. J. Probab. 24, Paper No. 17, 21 p. (2019; Zbl 07055655) Full Text: DOI Euclid
Denker, Manfred; Zheng, Xiaofei Occupation times of discrete-time fractional Brownian motion. (English) Zbl 07042599 Stoch. Dyn. 19, No. 1, Article ID 1950009, 17 p. (2019). MSC: 60G18 37A40 60J55 60F05 PDF BibTeX XML Cite \textit{M. Denker} and \textit{X. Zheng}, Stoch. Dyn. 19, No. 1, Article ID 1950009, 17 p. (2019; Zbl 07042599) Full Text: DOI arXiv
Treszczotko, Łukasz Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order. (English) Zbl 1410.60042 Stoch. Dyn. 19, No. 1, Article ID 1950001, 23 p. (2019). MSC: 60G18 60F17 PDF BibTeX XML Cite \textit{Ł. Treszczotko}, Stoch. Dyn. 19, No. 1, Article ID 1950001, 23 p. (2019; Zbl 1410.60042) Full Text: DOI
Lupaşcu-Stamate, Oana; Tudor, Ciprian A. Rosenblatt Laplace motion. (English) Zbl 07037531 Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019). MSC: 60G07 60G18 60E07 PDF BibTeX XML Cite \textit{O. Lupaşcu-Stamate} and \textit{C. A. Tudor}, Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019; Zbl 07037531) Full Text: DOI
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat Conditioned real self-similar Markov processes. (English) Zbl 1442.60047 Stochastic Processes Appl. 129, No. 3, 954-977 (2019). MSC: 60G18 60G52 60J25 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Stochastic Processes Appl. 129, No. 3, 954--977 (2019; Zbl 1442.60047) Full Text: DOI
Aurzada, F.; Mönch, C. Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. (English) Zbl 1442.60041 Theory Probab. Appl. 63, No. 4, 664-670 (2019) and Teor. Veroyatn. Primen. 63, No. 4, 817-826 (2018). MSC: 60G15 60G22 60F05 60G18 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{C. Mönch}, Theory Probab. Appl. 63, No. 4, 664--670 (2019; Zbl 1442.60041) Full Text: DOI
Maleki, Yasaman Generalized likelihood ratio test for detection of multivariate DSI processes. (English) Zbl 1424.60053 Theory Stoch. Process. 23, No. 1, 53-65 (2018). MSC: 60G18 60G99 PDF BibTeX XML Cite \textit{Y. Maleki}, Theory Stoch. Process. 23, No. 1, 53--65 (2018; Zbl 1424.60053) Full Text: Link
Falconer, K. J.; Lévy Véhel, J. Self-stabilizing processes. (English) Zbl 1411.60057 Stoch. Models 34, No. 4, 409-434 (2018). MSC: 60G18 60G52 PDF BibTeX XML Cite \textit{K. J. Falconer} and \textit{J. Lévy Véhel}, Stoch. Models 34, No. 4, 409--434 (2018; Zbl 1411.60057) Full Text: DOI arXiv
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. (English) Zbl 1411.60039 Probab. Math. Stat. 38, No. 2, 271-286 (2018). MSC: 60F05 80M40 60H05 60H20 60G10 60G18 PDF BibTeX XML Cite \textit{A. Lechiheb} et al., Probab. Math. Stat. 38, No. 2, 271--286 (2018; Zbl 1411.60039) Full Text: Link
Boufoussi, B.; Lakhel, E.; Tlidi, A. Neutral stochastic functional differential evolution equations with varying-time delays driven by Rosenblatt process in Hilbert spaces. (English) Zbl 1420.60079 Gulf J. Math. 6, No. 1, 89-103 (2018). MSC: 60H15 60G18 PDF BibTeX XML Cite \textit{B. Boufoussi} et al., Gulf J. Math. 6, No. 1, 89--103 (2018; Zbl 1420.60079) Full Text: Link
Jacod, Jean; Podolskij, Mark On the minimal number of driving Lévy motions in a multivariate price model. (English) Zbl 1402.60068 J. Appl. Probab. 55, No. 3, 823-833 (2018). MSC: 60H05 60G51 60G18 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{M. Podolskij}, J. Appl. Probab. 55, No. 3, 823--833 (2018; Zbl 1402.60068) Full Text: DOI
Li, Bo; Palmowski, Zbigniew Fluctuations of Omega-killed spectrally negative Lévy processes. (English) Zbl 1401.60087 Stochastic Processes Appl. 128, No. 10, 3273-3299 (2018). MSC: 60G51 60K25 PDF BibTeX XML Cite \textit{B. Li} and \textit{Z. Palmowski}, Stochastic Processes Appl. 128, No. 10, 3273--3299 (2018; Zbl 1401.60087) Full Text: DOI
Suzuki, Yuki A diffusion process with a random potential consisting of two contracted self-similar processes. (English) Zbl 1428.60115 Tokyo J. Math. 41, No. 1, 21-50 (2018). MSC: 60J60 60K37 60G18 PDF BibTeX XML Cite \textit{Y. Suzuki}, Tokyo J. Math. 41, No. 1, 21--50 (2018; Zbl 1428.60115) Full Text: DOI
Jiang, Guo; Li, Chujin Stochastic Fubini theorem with respect to Rosenblatt process. (English) Zbl 1413.60044 Math. Appl. 31, No. 2, 474-479 (2018). MSC: 60H05 60G18 PDF BibTeX XML Cite \textit{G. Jiang} and \textit{C. Li}, Math. Appl. 31, No. 2, 474--479 (2018; Zbl 1413.60044)
Wang, Yizao Extremes of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1405.60072 Stochastic Processes Appl. 128, No. 9, 2979-3005 (2018). MSC: 60G70 60J25 PDF BibTeX XML Cite \textit{Y. Wang}, Stochastic Processes Appl. 128, No. 9, 2979--3005 (2018; Zbl 1405.60072) Full Text: DOI arXiv
Curien, Nicolas; Marzouk, Cyril How fast planar maps get swallowed by a peeling process. (English) Zbl 1390.05214 Electron. Commun. Probab. 23, Paper No. 18, 11 p. (2018). MSC: 05C80 05C81 60G18 PDF BibTeX XML Cite \textit{N. Curien} and \textit{C. Marzouk}, Electron. Commun. Probab. 23, Paper No. 18, 11 p. (2018; Zbl 1390.05214) Full Text: DOI Euclid arXiv
Sakthivel, R.; Revathi, P.; Ren, Yong; Shen, Guangjun Retarded stochastic differential equations with infinite delay driven by Rosenblatt process. (English) Zbl 1392.60054 Stochastic Anal. Appl. 36, No. 2, 304-323 (2018). Reviewer: Xiaohu Wang (Chengdu) MSC: 60H10 34K50 34K30 60G18 PDF BibTeX XML Cite \textit{R. Sakthivel} et al., Stochastic Anal. Appl. 36, No. 2, 304--323 (2018; Zbl 1392.60054) Full Text: DOI
Maayan, Yohaï; Mayer-Wolf, Eddy Covariance of stochastic integrals with respect to fractional Brownian motion. (English) Zbl 1390.60145 Stochastic Processes Appl. 128, No. 5, 1635-1651 (2018). MSC: 60G22 60G15 60G18 60H05 60H07 PDF BibTeX XML Cite \textit{Y. Maayan} and \textit{E. Mayer-Wolf}, Stochastic Processes Appl. 128, No. 5, 1635--1651 (2018; Zbl 1390.60145) Full Text: DOI
Bertoin, Jean; Curien, Nicolas; Kortchemski, Igor Random planar maps and growth-fragmentations. (English) Zbl 1447.60058 Ann. Probab. 46, No. 1, 207-260 (2018). Reviewer: Viktor Ohanyan (Erevan) MSC: 60F17 60D05 60G51 60G18 PDF BibTeX XML Cite \textit{J. Bertoin} et al., Ann. Probab. 46, No. 1, 207--260 (2018; Zbl 1447.60058) Full Text: DOI
Kern, Peter; Meerschaert, Mark M.; Xiao, Yimin Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. (English) Zbl 1387.60030 J. Theor. Probab. 31, No. 1, 598-617 (2018). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60E10 60G51 28A78 28A80 60E07 60G17 60G18 60G52 PDF BibTeX XML Cite \textit{P. Kern} et al., J. Theor. Probab. 31, No. 1, 598--617 (2018; Zbl 1387.60030) Full Text: DOI
Gloter, Arnaud; Martinez, Miguel Bouncing skew Brownian motions. (English) Zbl 1390.60140 J. Theor. Probab. 31, No. 1, 319-363 (2018). MSC: 60G18 60J55 60J65 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Martinez}, J. Theor. Probab. 31, No. 1, 319--363 (2018; Zbl 1390.60140) Full Text: DOI
Pilipenko, Andrey; Proske, Frank Norbert On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise. (English) Zbl 1428.60078 Stat. Probab. Lett. 132, 62-73 (2018). MSC: 60H10 60F99 PDF BibTeX XML Cite \textit{A. Pilipenko} and \textit{F. N. Proske}, Stat. Probab. Lett. 132, 62--73 (2018; Zbl 1428.60078) Full Text: DOI arXiv
Cheng, Panhong; Shen, Guangjun; Chen, Qin Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion. (English) Zbl 1444.60029 Adv. Difference Equ. 2017, Paper No. 366, 16 p. (2017). MSC: 60G22 62M05 62F12 60F05 60G18 PDF BibTeX XML Cite \textit{P. Cheng} et al., Adv. Difference Equ. 2017, Paper No. 366, 16 p. (2017; Zbl 1444.60029) Full Text: DOI
Antunes, Nelson; Pipiras, Vladas; Abry, Patrice; Veitch, Darryl Small and large scale behavior of moments of Poisson cluster processes. (English) Zbl 1393.60051 ESAIM, Probab. Stat. 21, 369-393 (2017). MSC: 60G55 60G18 60K30 60G22 PDF BibTeX XML Cite \textit{N. Antunes} et al., ESAIM, Probab. Stat. 21, 369--393 (2017; Zbl 1393.60051) Full Text: DOI
Maleki, Y. Scale parameter estimation of discrete scale invariant processes. (English) Zbl 1399.60069 Theory Stoch. Process. 22, No. 1, 62-70 (2017). MSC: 60G18 62F30 PDF BibTeX XML Cite \textit{Y. Maleki}, Theory Stoch. Process. 22, No. 1, 62--70 (2017; Zbl 1399.60069) Full Text: Link
Demni, N. Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English) Zbl 1388.60085 Markov Process. Relat. Fields 23, No. 4, 661-678 (2017). MSC: 60G18 60G40 PDF BibTeX XML Cite \textit{N. Demni}, Markov Process. Relat. Fields 23, No. 4, 661--678 (2017; Zbl 1388.60085)
Kern, Peter; Wedrich, Lina On exact Hausdorff measure functions of operator semistable Lévy processes. (English) Zbl 1387.60080 Stochastic Anal. Appl. 35, No. 6, 980-1006 (2017). MSC: 60G51 28A78 28A80 60G17 60G18 60G52 PDF BibTeX XML Cite \textit{P. Kern} and \textit{L. Wedrich}, Stochastic Anal. Appl. 35, No. 6, 980--1006 (2017; Zbl 1387.60080) Full Text: DOI
Arendarczyk, Marek On the asymptotics of supremum distribution for some iterated processes. (English) Zbl 1373.60066 Extremes 20, No. 2, 451-474 (2017). MSC: 60G15 60G18 60G70 PDF BibTeX XML Cite \textit{M. Arendarczyk}, Extremes 20, No. 2, 451--474 (2017; Zbl 1373.60066) Full Text: DOI arXiv
Sun, Xichao; Yan, Litan Weak convergence to a class of multiple stochastic integrals. (English) Zbl 1378.60014 Commun. Stat., Theory Methods 46, No. 17, 8355-8368 (2017). MSC: 60B10 60H05 60G18 60G22 PDF BibTeX XML Cite \textit{X. Sun} and \textit{L. Yan}, Commun. Stat., Theory Methods 46, No. 17, 8355--8368 (2017; Zbl 1378.60014) Full Text: DOI
Yan, Litan; Lu, Xiaoping; Li, Yumiao Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process. (Chinese. English summary) Zbl 1389.62030 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30-37, 60 (2017). MSC: 62F10 60G18 60J60 PDF BibTeX XML Cite \textit{L. Yan} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30--37, 60 (2017; Zbl 1389.62030)
Coeurjolly, Jean-François; Porcu, Emilio Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. (English) Zbl 1379.60044 Stat. Probab. Lett. 128, 21-27 (2017). MSC: 60G22 60G18 62F12 PDF BibTeX XML Cite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, Stat. Probab. Lett. 128, 21--27 (2017; Zbl 1379.60044) Full Text: DOI
Jung, Paul; Owada, Takashi; Samorodnitsky, Gennady Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows. (English) Zbl 1381.60081 Ann. Probab. 45, No. 4, 2087-2130 (2017). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G18 37A40 60G52 PDF BibTeX XML Cite \textit{P. Jung} et al., Ann. Probab. 45, No. 4, 2087--2130 (2017; Zbl 1381.60081) Full Text: DOI Euclid
Dai, Hongshuai; Shen, Guangjun; Kong, Lingtao Limit theorems for functionals of Gaussian vectors. (English) Zbl 1372.60049 Front. Math. China 12, No. 4, 821-842 (2017). MSC: 60G15 60F17 PDF BibTeX XML Cite \textit{H. Dai} et al., Front. Math. China 12, No. 4, 821--842 (2017; Zbl 1372.60049) Full Text: DOI arXiv
Maleki, Yasaman Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains. (English) Zbl 06767021 Commun. Stat., Theory Methods 46, No. 10, 4700-4712 (2017). MSC: 62J10 60G18 60G15 PDF BibTeX XML Cite \textit{Y. Maleki}, Commun. Stat., Theory Methods 46, No. 10, 4700--4712 (2017; Zbl 06767021) Full Text: DOI
Yan, Litan; Li, Yumiao; Wu, Di Approximation of the Rosenblatt process by semimartingales. (English) Zbl 1368.60041 Commun. Stat., Theory Methods 46, No. 9, 4556-4578 (2017). MSC: 60G15 60G18 60F25 PDF BibTeX XML Cite \textit{L. Yan} et al., Commun. Stat., Theory Methods 46, No. 9, 4556--4578 (2017; Zbl 1368.60041) Full Text: DOI
Shen, Guangjun; Xia, Liangwen; Zhu, Dongjin A strong convergence to the tempered fractional Brownian motion. (English) Zbl 1369.60019 Commun. Stat., Theory Methods 46, No. 8, 4103-4118 (2017). MSC: 60F15 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{G. Shen} et al., Commun. Stat., Theory Methods 46, No. 8, 4103--4118 (2017; Zbl 1369.60019) Full Text: DOI
Godrèche, Claude Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes. (English) Zbl 1371.60075 J. Phys. A, Math. Theor. 50, No. 19, Article ID 195003, 28 p. (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 60K05 60J65 60G18 60G52 60G70 PDF BibTeX XML Cite \textit{C. Godrèche}, J. Phys. A, Math. Theor. 50, No. 19, Article ID 195003, 28 p. (2017; Zbl 1371.60075) Full Text: DOI arXiv
Wedrich, Lina Hausdorff dimension of the graph of an operator semistable Lévy process. (English) Zbl 1362.60046 J. Fractal Geom. 4, No. 1, 21-41 (2017). MSC: 60G51 60G52 60G18 60G17 28A78 28A80 PDF BibTeX XML Cite \textit{L. Wedrich}, J. Fractal Geom. 4, No. 1, 21--41 (2017; Zbl 1362.60046) Full Text: DOI arXiv
Ait Ouahra, M.; Moussaten, S.; Sghir, A. On limit theorems of some extensions of fractional Brownian motion and their additive functionals. (English) Zbl 1362.60016 Stoch. Dyn. 17, No. 3, Article ID 1750022, 14 p. (2017). MSC: 60F05 60G22 60J55 60G18 26A33 PDF BibTeX XML Cite \textit{M. Ait Ouahra} et al., Stoch. Dyn. 17, No. 3, Article ID 1750022, 14 p. (2017; Zbl 1362.60016) Full Text: DOI
Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias Two novel characterizations of self-decomposability on the half-line. (English) Zbl 1405.60049 J. Theor. Probab. 30, No. 1, 365-383 (2017). MSC: 60G18 60G09 60E07 PDF BibTeX XML Cite \textit{J.-F. Mai} et al., J. Theor. Probab. 30, No. 1, 365--383 (2017; Zbl 1405.60049) Full Text: DOI
Andrade, P.; Rifo, L. Long-range dependence and approximate Bayesian computation. (English) Zbl 1361.60024 Commun. Stat., Simulation Comput. 46, No. 2, 1219-1237 (2017). MSC: 60G10 62F15 62M09 60G22 60G18 65C60 PDF BibTeX XML Cite \textit{P. Andrade} and \textit{L. Rifo}, Commun. Stat., Simulation Comput. 46, No. 2, 1219--1237 (2017; Zbl 1361.60024) Full Text: DOI
Macci, Claudio; Pacchiarotti, Barbara Exponential tightness for Gaussian processes, with applications to some sequences of weighted means. (English) Zbl 1379.60042 Stochastics 89, No. 2, 469-484 (2017). MSC: 60G15 60F10 60F17 PDF BibTeX XML Cite \textit{C. Macci} and \textit{B. Pacchiarotti}, Stochastics 89, No. 2, 469--484 (2017; Zbl 1379.60042) Full Text: DOI
Demni, Nizar First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process. (English) Zbl 1361.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139-152 (2017). MSC: 60J60 60G18 PDF BibTeX XML Cite \textit{N. Demni}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139--152 (2017; Zbl 1361.60068) Full Text: Link arXiv
Bertoin, Jean Markovian growth-fragmentation processes. (English) Zbl 1375.60129 Bernoulli 23, No. 2, 1082-1101 (2017). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 60G18 PDF BibTeX XML Cite \textit{J. Bertoin}, Bernoulli 23, No. 2, 1082--1101 (2017; Zbl 1375.60129) Full Text: DOI Euclid
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. Comparison inequalities for order statistics of Gaussian arrays. (English) Zbl 1358.60055 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 93-116 (2017). MSC: 60G15 60E15 62G30 60G70 60G18 PDF BibTeX XML Cite \textit{K. Dębicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 93--116 (2017; Zbl 1358.60055) Full Text: Link
Kusuoka, Seiichiro; Takahashi, Hiroshi; Tamura, Yozo Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments. (English) Zbl 1357.60084 Electron. Commun. Probab. 22, Paper No. 4, 11 p. (2017). MSC: 60J60 60K37 60G18 60G51 60G52 60J65 PDF BibTeX XML Cite \textit{S. Kusuoka} et al., Electron. Commun. Probab. 22, Paper No. 4, 11 p. (2017; Zbl 1357.60084) Full Text: DOI Euclid
Bhatti, T.; Kern, P. An integral representation of dilatively stable processes with independent increments. (English) Zbl 1353.60049 Stochastic Processes Appl. 127, No. 1, 209-227 (2017). MSC: 60H05 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{T. Bhatti} and \textit{P. Kern}, Stochastic Processes Appl. 127, No. 1, 209--227 (2017; Zbl 1353.60049) Full Text: DOI
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy Fractionally integrated inverse stable subordinators. (English) Zbl 1353.60032 Stochastic Processes Appl. 127, No. 1, 80-106 (2017). MSC: 60F17 60F15 60G52 60K05 60G17 60G18 PDF BibTeX XML Cite \textit{A. Iksanov} et al., Stochastic Processes Appl. 127, No. 1, 80--106 (2017; Zbl 1353.60032) Full Text: DOI arXiv
Thompson, James R.; Wilson, James R. Multifractal detrended fluctuation analysis: practical applications to financial time series. (English) Zbl 07313661 Math. Comput. Simul. 126, 63-88 (2016). MSC: 91 62 PDF BibTeX XML Cite \textit{J. R. Thompson} and \textit{J. R. Wilson}, Math. Comput. Simul. 126, 63--88 (2016; Zbl 07313661) Full Text: DOI
Horton, Emma L.; Kyprianou, Andreas E. More on hypergeometric Lévy processes. (English) Zbl 1426.60056 Adv. Appl. Probab. 48, No. A, 153-158 (2016). MSC: 60G51 60G18 60G52 47A68 PDF BibTeX XML Cite \textit{E. L. Horton} and \textit{A. E. Kyprianou}, Adv. Appl. Probab. 48, No. A, 153--158 (2016; Zbl 1426.60056) Full Text: DOI arXiv
Bertoin, Jean; Watson, Alexander R. Probabilistic aspects of critical growth-fragmentation equations. (English) Zbl 1426.35213 Adv. Appl. Probab. 48, No. A, 37-61 (2016). MSC: 35Q92 35R09 45K05 60G18 60G51 60J80 PDF BibTeX XML Cite \textit{J. Bertoin} and \textit{A. R. Watson}, Adv. Appl. Probab. 48, No. A, 37--61 (2016; Zbl 1426.35213) Full Text: DOI arXiv
Renikunta, Ramesh; Dasari, Rajaiah; Perati, Malla Reddy Internet router modeling using Circulant Markov modulated Poisson process- impact of fractal onset time (FOT). (English) Zbl 1360.90100 Opsearch 53, No. 2, 317-328 (2016). MSC: 90B22 60G18 90C90 PDF BibTeX XML Cite \textit{R. Renikunta} et al., Opsearch 53, No. 2, 317--328 (2016; Zbl 1360.90100) Full Text: DOI
Sousa-Vieira, M. E. Improved generator of long-memory processes. (English) Zbl 1358.60099 Int. J. Appl. Math. 29, No. 4, 465-483 (2016). MSC: 60K25 60G18 62P30 65C10 68M20 PDF BibTeX XML Cite \textit{M. E. Sousa-Vieira}, Int. J. Appl. Math. 29, No. 4, 465--483 (2016; Zbl 1358.60099) Full Text: DOI
Bryc, W.; Wang, Y. The local structure of \(q\)-Gaussian processes. (English) Zbl 1357.60081 Probab. Math. Stat. 36, No. 2, 335-352 (2016). MSC: 60J60 60J65 60G18 60G15 60G17 60F17 60J35 PDF BibTeX XML Cite \textit{W. Bryc} and \textit{Y. Wang}, Probab. Math. Stat. 36, No. 2, 335--352 (2016; Zbl 1357.60081) Full Text: Link
Alsmeyer, Gerold; Kabluchko, Zakhar; Marynych, Alexander Leader election using random walks. (English) Zbl 1355.60057 ALEA, Lat. Am. J. Probab. Math. Stat. 13, No. 2, 1095-1122 (2016). MSC: 60G50 60J80 60G55 60G52 60G18 60F05 60J10 PDF BibTeX XML Cite \textit{G. Alsmeyer} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 13, No. 2, 1095--1122 (2016; Zbl 1355.60057) Full Text: Link arXiv
Kawai, Reiichiro Higher order fractional stable motion: hyperdiffusion with heavy tails. (English) Zbl 1355.60050 J. Stat. Phys. 165, No. 1, 126-152 (2016). MSC: 60G22 60G52 60J60 60G18 60G17 60F05 65C50 PDF BibTeX XML Cite \textit{R. Kawai}, J. Stat. Phys. 165, No. 1, 126--152 (2016; Zbl 1355.60050) Full Text: DOI
Khalil, Marwa; Tudor, Ciprian; Zili, Mounir On the Lamperti transform of the fractional Brownian sheet. (English) Zbl 1355.60051 Fract. Calc. Appl. Anal. 19, No. 6, 1466-1487 (2016). MSC: 60G22 60H05 60H10 60G18 60G10 60G15 PDF BibTeX XML Cite \textit{M. Khalil} et al., Fract. Calc. Appl. Anal. 19, No. 6, 1466--1487 (2016; Zbl 1355.60051) Full Text: DOI
Hénard, Olivier; Maillard, Pascal On trees invariant under edge contraction. (Au sujet des arbres invariants par contraction de leurs arêtes.) (English. French summary) Zbl 1364.60105 J. Éc. Polytech., Math. 3, 365-400 (2016). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60G18 60B10 PDF BibTeX XML Cite \textit{O. Hénard} and \textit{P. Maillard}, J. Éc. Polytech., Math. 3, 365--400 (2016; Zbl 1364.60105) Full Text: DOI
Diop, Mamadou Abdoul; Rathinasamy, Sakthivel; Ndiaye, Abdoul Aziz Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays. (English) Zbl 1353.60053 Mediterr. J. Math. 13, No. 5, 2425-2442 (2016). MSC: 60H10 60H20 60H15 60G22 60G18 PDF BibTeX XML Cite \textit{M. A. Diop} et al., Mediterr. J. Math. 13, No. 5, 2425--2442 (2016; Zbl 1353.60053) Full Text: DOI
Hobson, David Mimicking martingales. (English) Zbl 1352.60061 Ann. Appl. Probab. 26, No. 4, 2273-2303 (2016). MSC: 60G44 60G18 60J65 91G20 PDF BibTeX XML Cite \textit{D. Hobson}, Ann. Appl. Probab. 26, No. 4, 2273--2303 (2016; Zbl 1352.60061) Full Text: DOI Euclid arXiv
Watanabe, Toshiro Escape rates for multidimensional shift self-similar additive sequences. (English) Zbl 1354.60040 J. Theor. Probab. 29, No. 3, 896-921 (2016). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G18 60G10 60G51 60F15 60J65 60G52 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Theor. Probab. 29, No. 3, 896--921 (2016; Zbl 1354.60040) Full Text: DOI
Meckes, Elizabeth; Meckes, Mark Self-similarity in the circular unitary ensemble. (English) Zbl 1376.15028 Discrete Anal. 2016, Paper No. 9, 14 p. (2016). Reviewer: Andreas Arvanitoyeorgos (Patras) MSC: 15B52 37H10 60B20 15A18 60G18 60G55 PDF BibTeX XML Cite \textit{E. Meckes} and \textit{M. Meckes}, Discrete Anal. 2016, Paper No. 9, 14 p. (2016; Zbl 1376.15028) Full Text: DOI arXiv
Shen, Guangjun; Yin, Xiuwei; Yan, Litan Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion. (English) Zbl 1363.60061 Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 2, 394-408 (2016). MSC: 60G22 60G18 60J60 60H05 62F12 PDF BibTeX XML Cite \textit{G. Shen} et al., Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 2, 394--408 (2016; Zbl 1363.60061) Full Text: DOI
Basse-O’Connor, Andreas; Weber, Michel On the \(\Phi\)-variation of stochastic processes with exponential moments. (English) Zbl 1352.60057 Trans. Lond. Math. Soc. 3, No. 1, 1-27 (2016). Reviewer: Alexander Schnurr (Siegen) MSC: 60G17 60G15 60G18 60G22 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} and \textit{M. Weber}, Trans. Lond. Math. Soc. 3, No. 1, 1--27 (2016; Zbl 1352.60057) Full Text: DOI arXiv
Wendler, Martin The sequential empirical process of a random walk in random scenery. (English) Zbl 1344.60045 Stochastic Processes Appl. 126, No. 9, 2787-2799 (2016). MSC: 60G50 60F05 60F17 60K37 62G30 60G18 60G17 PDF BibTeX XML Cite \textit{M. Wendler}, Stochastic Processes Appl. 126, No. 9, 2787--2799 (2016; Zbl 1344.60045) Full Text: DOI arXiv
El Machkouri, Mohamed; Es-Sebaiy, Khalifa; Ouknine, Youssef Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes. (English) Zbl 1342.62024 J. Korean Stat. Soc. 45, No. 3, 329-341 (2016). MSC: 62F10 62F12 60G18 60G22 60J60 PDF BibTeX XML Cite \textit{M. El Machkouri} et al., J. Korean Stat. Soc. 45, No. 3, 329--341 (2016; Zbl 1342.62024) Full Text: DOI arXiv
Nourdin, Ivan; Zintout, Rola Cross-variation of Young integral with respect to long-memory fractional Brownian motions. (English) Zbl 1343.60067 Probab. Math. Stat. 36, No. 1, 35-46 (2016). MSC: 60H05 60G22 60F17 60F05 60H10 60G15 60G18 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{R. Zintout}, Probab. Math. Stat. 36, No. 1, 35--46 (2016; Zbl 1343.60067) Full Text: Link
Lacaux, Céline; Samorodnitsky, Gennady Time-changed extremal process as a random sup measure. (English) Zbl 1346.60070 Bernoulli 22, No. 4, 1979-2000 (2016). Reviewer: Edward Omey (Brussel) MSC: 60G70 60F17 60G18 60G10 60G52 60J99 PDF BibTeX XML Cite \textit{C. Lacaux} and \textit{G. Samorodnitsky}, Bernoulli 22, No. 4, 1979--2000 (2016; Zbl 1346.60070) Full Text: DOI Euclid arXiv
Delgado, Rosario A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit. (English) Zbl 1341.60112 Queueing Syst. 83, No. 1-2, 57-85 (2016). MSC: 60K25 60F17 60F05 60G22 60G15 60G18 60G48 90B22 68M20 PDF BibTeX XML Cite \textit{R. Delgado}, Queueing Syst. 83, No. 1--2, 57--85 (2016; Zbl 1341.60112) Full Text: DOI
Eyi-Minko, Frédéric; Dombry, Clément Extremes of independent stochastic processes: a point process approach. (English) Zbl 1339.60061 Extremes 19, No. 2, 197-218 (2016). MSC: 60G70 60G55 60F17 60F05 60G18 60G15 PDF BibTeX XML Cite \textit{F. Eyi-Minko} and \textit{C. Dombry}, Extremes 19, No. 2, 197--218 (2016; Zbl 1339.60061) Full Text: DOI
Lakhel, El Hassan Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps. (English) Zbl 1338.60159 Random Oper. Stoch. Equ. 24, No. 2, 113-127 (2016). MSC: 60H15 60H10 60H20 34K50 60G55 60G18 60G22 PDF BibTeX XML Cite \textit{E. H. Lakhel}, Random Oper. Stoch. Equ. 24, No. 2, 113--127 (2016; Zbl 1338.60159) Full Text: DOI
Kyprianou, Andreas E. Deep factorisation of the stable process. (English) Zbl 1338.60130 Electron. J. Probab. 21, Paper No. 23, 28 p. (2016). MSC: 60G52 60G18 60G51 PDF BibTeX XML Cite \textit{A. E. Kyprianou}, Electron. J. Probab. 21, Paper No. 23, 28 p. (2016; Zbl 1338.60130) Full Text: DOI Euclid arXiv
Pagnini, Gianni; Paradisi, Paolo A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation. (English) Zbl 1341.60073 Fract. Calc. Appl. Anal. 19, No. 2, 408-440 (2016). MSC: 60H30 35R11 60G15 60G22 60J60 60G10 60G18 60G20 26A33 82C31 PDF BibTeX XML Cite \textit{G. Pagnini} and \textit{P. Paradisi}, Fract. Calc. Appl. Anal. 19, No. 2, 408--440 (2016; Zbl 1341.60073) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Short-range dependent processes subordinated to the Gaussian may not be strong mixing. (English) Zbl 1345.60034 Stat. Probab. Lett. 110, 198-200 (2016). MSC: 60G15 60G18 PDF BibTeX XML Cite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 110, 198--200 (2016; Zbl 1345.60034) Full Text: DOI arXiv
Kobayashi, Kei Small ball probabilities for a class of time-changed self-similar processes. (English) Zbl 1337.60058 Stat. Probab. Lett. 110, 155-161 (2016). MSC: 60G18 60F99 60G51 60G22 PDF BibTeX XML Cite \textit{K. Kobayashi}, Stat. Probab. Lett. 110, 155--161 (2016; Zbl 1337.60058) Full Text: DOI arXiv
Bai, Shuyang; Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes. (English) Zbl 1333.60024 Stochastic Processes Appl. 126, No. 4, 1036-1065 (2016). MSC: 60F05 60G51 60G18 60J65 60G22 60H05 PDF BibTeX XML Cite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 4, 1036--1065 (2016; Zbl 1333.60024) Full Text: DOI
Huillet, Thierry E. On Mittag-Leffler distributions and related stochastic processes. (English) Zbl 1355.60115 J. Comput. Appl. Math. 296, 181-211 (2016). MSC: 60J80 60E05 60E07 60G18 60K05 PDF BibTeX XML Cite \textit{T. E. Huillet}, J. Comput. Appl. Math. 296, 181--211 (2016; Zbl 1355.60115) Full Text: DOI
Hu, Wei; Liu, Luqin Moments of passage times and asymptotic behavior of increasing self-similar Markov processes. (English) Zbl 1349.60060 Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 6, 1426-1436 (2015). MSC: 60G18 60J25 PDF BibTeX XML Cite \textit{W. Hu} and \textit{L. Liu}, Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 6, 1426--1436 (2015; Zbl 1349.60060) Full Text: DOI
Aurzada, Frank; Simon, Thomas Persistence probabilities and exponents. (English) Zbl 1338.60077 Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 183-224 (2015). MSC: 60F10 60F99 60G15 60G50 60G51 60G52 60G10 60G18 60K35 60K40 60-02 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{T. Simon}, Lect. Notes Math. 2149, 183--224 (2015; Zbl 1338.60077) Full Text: DOI
Demni, Nizar; Rouault, Alain; Zani, Marguerite Large deviations for clocks of self-similar processes. (English) Zbl 1381.60074 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLVII. Cham: Springer (ISBN 978-3-319-18584-2/pbk; 978-3-319-18585-9/ebook). Lecture Notes in Mathematics 2137. Séminaire de Probabilités, 443-466 (2015). MSC: 60F10 60G18 60G51 PDF BibTeX XML Cite \textit{N. Demni} et al., Lect. Notes Math. 2137, 443--466 (2015; Zbl 1381.60074) Full Text: DOI
Masuda, Hiroki Parametric estimation of Lévy processes. (English) Zbl 1332.62288 Belomestny, Denis et al., Lévy matters IV. Estimation for discretely observed Lévy processes. Cham: Springer (ISBN 978-3-319-12372-1/pbk; 978-3-319-12373-8/ebook). Lecture Notes in Mathematics 2128. Lévy Matters, 179-286 (2015). MSC: 62M05 60F05 62F12 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{H. Masuda}, Lect. Notes Math. 2128, 179--286 (2015; Zbl 1332.62288) Full Text: DOI
Yin, Xiuwei; Shen, Guangjun; Zhu, Dongjin Intersection local time of subfractional Ornstein-Uhlenbeck processes. (English) Zbl 1336.60077 Hacet. J. Math. Stat. 44, No. 4, 975-990 (2015). MSC: 60G22 60H10 60G15 60G18 60H07 PDF BibTeX XML Cite \textit{X. Yin} et al., Hacet. J. Math. Stat. 44, No. 4, 975--990 (2015; Zbl 1336.60077) Full Text: DOI
Breton, Jean-Christophe; Gobard, Renan Infinite dimensional functional convergences in random balls model. (English) Zbl 1333.60061 ESAIM, Probab. Stat. 19, 782-793 (2015). MSC: 60F17 60G60 60G55 60G18 60D05 60H05 PDF BibTeX XML Cite \textit{J.-C. Breton} and \textit{R. Gobard}, ESAIM, Probab. Stat. 19, 782--793 (2015; Zbl 1333.60061) Full Text: DOI
Kusuoka, Seiichiro; Takahashi, Hiroshi; Tamura, Yozo Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments. (English) Zbl 1334.60215 Potential Anal. 43, No. 4, 695-705 (2015). Reviewer: Vygantas Paulauskas (Vilnius) MSC: 60K37 60J65 60J60 60G22 60G60 60G15 60G18 PDF BibTeX XML Cite \textit{S. Kusuoka} et al., Potential Anal. 43, No. 4, 695--705 (2015; Zbl 1334.60215) Full Text: DOI arXiv
Arras, Benjamin A white noise approach to stochastic integration with respect to the Rosenblatt process. (English) Zbl 1331.60093 Potential Anal. 43, No. 4, 547-591 (2015). MSC: 60H05 60H40 60H07 60G12 60G18 PDF BibTeX XML Cite \textit{B. Arras}, Potential Anal. 43, No. 4, 547--591 (2015; Zbl 1331.60093) Full Text: DOI
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna From intersection local time to the Rosenblatt process. (English) Zbl 1346.60135 J. Theor. Probab. 28, No. 3, 1227-1249 (2015). Reviewer: Erich Häusler (Gießen) MSC: 60K35 60J55 60H40 60F17 60G18 PDF BibTeX XML Cite \textit{T. Bojdecki} et al., J. Theor. Probab. 28, No. 3, 1227--1249 (2015; Zbl 1346.60135) Full Text: DOI arXiv