83 citations
- Mathématiques et Informatique Appliquées7 papers
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- Mathématiques Appliquées à Paris 5FR6 papers
- Czech Academy of Sciences, Institute of MathematicsCZ2 papers
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- Laboratoire de Mathématiques Raphaël SalemFR2 papers
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math.PR2006★ 83 cited
Level crossings and other level functionals of stationary Gaussian processes
Marie F. Kratz
This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, repr…
math.PR2006★ 23 cited
Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
Lahcen Boulanba, M'hamed Eddahbi, Mohamed Mellouk
In this paper we study a class of stochastic partial differential equations in the whole space , with arbitrary dimension , driven by a Gaussian noise whit…