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Showing 2007 · math.PRShow all
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math.PR2007★ 23 cited
Large deviations for local time fractional Brownian motion and applications
Mark M. Meerschaert, Erkan Nane, Yimin Xiao
Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index with values in $\rr$, and let be the local time process at zero…
math.PR2007
Harmonic analysis of additive Levy processes
Davar Khoshnevisan, Yimin Xiao
Let denote independent -dimensional Lévy processes, and consider the -parameter random field \[\X(\bm{t}):= X_1(t_1)+...+X_N(t_N).\] First we demonstrate th…