output
20072023
most citedJoint continuity of the local times of fractional Brownian sheets

51 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing math.PRShow all

2 papers · 1 filter

math.PR2021★ 3 cited

A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications

Yann Braouezec, John Cagnol

We provide a comprehensive analysis of the two-parameter Beta distributions seen from the perspective of second-order stochastic dominance. By changing its parameters through a bij…

math.PR2008★ 51 cited

Joint continuity of the local times of fractional Brownian sheets

Antoine Ayache, Dongsheng Wu, Yimin Xiao

Let be an -fractional Brownian sheet with index defined by $B^H(t)=(B^H_1(t),...,B^H_d(t)) (t\in {\mathbb{R…