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Showing 2014 · math.PRShow all
3 papers · 2 filters
math.PR2014★ 8 cited
The density of the solution to the stochastic transport equation with fractional noise
Christian Olivera, Ciprian Tudor
We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin…
math.PR2014★ 3 cited
Windings of the stable Kolmogorov process
Christophe Profeta, Thomas Simon
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable Lévy process L and its primitive X as coordinates, in the non-trivial ca…
math.PR2014★ 1 cited
Persistence of integrated stable processes
Christophe Profeta, Thomas Simon
We compute the persistence exponent of the integral of a stable Lévy process in terms of its self-similarity and positivity parameters. This solves a problem raised by Z. Shi (2003…