Search

Keywords: Only selected keywords:

Journal:

Author:

ISSN:

Search results:

Artykuły:

Remarks on Pickands’ theorem

DOI: http://dx.doi.org/10.19195/0208-4147.37.2.10

AbstractDownload articleDownload article

Stationary Gaussian process, supremum of a process, Pickands constant, fractional Brownian motion

Cross-variation of Young integral with respect to long-memory fractional Brownian motions35

AbstractDownload articleDownload article

Fractional Brownian motion, Rosenblatt process, Young integral, Breuer–Major theorem, Taqqu’s theorem, stochastic differential equations

Occupation time problem for multifractional Brownian motion

DOI: http://dx.doi.org/10.19195/0208-4147.39.1.7

AbstractDownload articleDownload article

Local time, local asymptotic self-similarity, limit theorem, fractional Brownian motion, multifractional Brownian motion, fractional derivative

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout