## Found 493 Documents (Results 1–100)

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### Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. (English)Zbl 07609426

MSC:  60J65 60G18 60J55
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### Some results on the generalized Brownian bridge. (English)Zbl 07606811

MSC:  60G15 60G17 60G18
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### Quadratic variation, models, applications and lessons. (English)Zbl 07578224

MSC:  91G20 60G18 60G51
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### From the Brownian motion to a multifractal process using the Lévy-Ciesielski construction. (English)Zbl 1487.60149

MSC:  60J65 60G18 28A80
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### Growth-fragmentation process embedded in a planar Brownian excursion. (English)Zbl 1495.60007

MSC:  60D05 60J80
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### A transformation for spectrally negative Lévy processes and applications. (English)Zbl 1496.60046

Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 157-180 (2021).
MSC:  60G51 60E10
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### On the exact asymptotics of exit time from a cone of an isotropic $$\alpha$$-self-similar Markov process with a skew-product structure. (English)Zbl 1483.31017

MSC:  31B05 60J45
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### Regularity of multifractional moving average processes with random Hurst exponent. (English)Zbl 1475.60075

MSC:  60G22 60G17 60G18
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### A diffusion process with a self-similar random potential with two exponents. III. (English)Zbl 1470.60226

MSC:  60J60 60K37
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### On conditioning a self-similar growth-fragmentation by its intrinsic area. (English. French summary)Zbl 1484.60045

MSC:  60G18 60J80
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### Discretization of the Lamperti representation of a positive self-similar Markov process. (English)Zbl 1469.60099

MSC:  60F17 60G18 60G51
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### Space-time duality for semi-fractional diffusions. (English)Zbl 1462.35441

Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser. Prog. Probab. 76, 255-272 (2021).
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### Continuity and variation analysis of fractional uncertain processes. (English)Zbl 1495.60020

MSC:  60G18 94A17
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### Rare-event simulation for the hitting time of Gaussian processes. (English)Zbl 1490.60080

Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 23rd international conference, DCCN 2020, Moscow, Russia, September 14–18, 2020. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 12563, 589-603 (2020).
MSC:  60G15 60G18
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MSC:  60G18
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### Sojourn times of Gaussian processes with trend. (English)Zbl 1469.60106

MSC:  60G15 60G70
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### Dynamical pruning of rooted trees with applications to 1-D ballistic annihilation. (English)Zbl 1451.37063

MSC:  37E25 80A30 05C05
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### On the convergence of a multidimensional workload in a service system to a stable process. (English. Russian original)Zbl 1459.60059

J. Math. Sci., New York 244, No. 5, 762-770 (2020); translation from Zap. Nauchn. Semin. POMI 466, 96-108 (2017).
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### Lower bound for local oscillations of Hermite processes. (English)Zbl 1444.60028

MSC:  60G17 60G18 60H05
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### The quasi-Assouad dimension of stochastically self-similar sets. (English)Zbl 1437.28014

MSC:  28A80 28C15 60J85
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### From infinite urn schemes to self-similar stable processes. (English)Zbl 1434.60105

MSC:  60F17 60G18 60G52
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### Self-stabilizing processes based on random signs. (English)Zbl 1457.60057

MSC:  60G18 60G52
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### On a covariance structure of some subset of self-similar Gaussian processes. (English)Zbl 1478.60115

MSC:  60G15 60G18
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### Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order. (English)Zbl 1410.60042

MSC:  60G18 60F17
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### Rosenblatt Laplace motion. (English)Zbl 1488.60073

MSC:  60G07 60G18 60E07
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### Conditioned real self-similar Markov processes. (English)Zbl 1442.60047

MSC:  60G18 60G52 60J25
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### 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).
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### Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process. (English)Zbl 07446072

MSC:  60G22 60G18 65C30
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### Generalized likelihood ratio test for detection of multivariate DSI processes. (English)Zbl 1424.60053

MSC:  60G18 60G99
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### Self-stabilizing processes. (English)Zbl 1411.60057

MSC:  60G18 60G52
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### Neutral stochastic functional differential evolution equations with varying-time delays driven by Rosenblatt process in Hilbert spaces. (English)Zbl 1420.60079

MSC:  60H15 60G18

### On the minimal number of driving Lévy motions in a multivariate price model. (English)Zbl 1402.60068

MSC:  60H05 60G51 60G18
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### Fluctuations of Omega-killed spectrally negative Lévy processes. (English)Zbl 1401.60087

MSC:  60G51 60K25
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### A diffusion process with a random potential consisting of two contracted self-similar processes. (English)Zbl 1428.60115

MSC:  60J60 60K37 60G18
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### Stochastic Fubini theorem with respect to Rosenblatt process. (English)Zbl 1413.60044

MSC:  60H05 60G18

### Extremes of $$q$$-Ornstein-Uhlenbeck processes. (English)Zbl 1405.60072

MSC:  60G70 60J25
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### How fast planar maps get swallowed by a peeling process. (English)Zbl 1390.05214

MSC:  05C80 05C81 60G18
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### Bouncing skew Brownian motions. (English)Zbl 1390.60140

MSC:  60G18 60J55 60J65
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### On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise. (English)Zbl 1428.60078

MSC:  60H10 60F99
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### Scale parameter estimation of discrete scale invariant processes. (English)Zbl 1399.60069

MSC:  60G18 62F30
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### Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English)Zbl 1388.60085

MSC:  60G18 60G40
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### On the asymptotics of supremum distribution for some iterated processes. (English)Zbl 1373.60066

MSC:  60G15 60G18 60G70
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### Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process. (Chinese. English summary)Zbl 1389.62030

MSC:  62F10 60G18 60J60

### Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. (English)Zbl 1379.60044

MSC:  60G22 60G18 62F12
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### Limit theorems for functionals of Gaussian vectors. (English)Zbl 1372.60049

MSC:  60G15 60F17
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### Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains. (English)Zbl 1462.62452

MSC:  62J10 60G18 60G15
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### Approximation of the Rosenblatt process by semimartingales. (English)Zbl 1368.60041

MSC:  60G15 60G18 60F25
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### Two novel characterizations of self-decomposability on the half-line. (English)Zbl 1405.60049

MSC:  60G18 60G09 60E07
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### Long-range dependence and approximate Bayesian computation. (English)Zbl 1361.60024

MSC:  60G10 62F15 62M09 60G22 60G18 65C60
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### Exponential tightness for Gaussian processes, with applications to some sequences of weighted means. (English)Zbl 1379.60042

MSC:  60G15 60F10 60F17
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### First hitting time of the boundary of a wedge of angle $$\pi/4$$ by a radial Dunkl process. (English)Zbl 1361.60068

MSC:  60J60 60G18
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### Extremes of order statistics of self-similar processes. (Chinese. English summary)Zbl 07494442

MSC:  60G18 60G15 60G70
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