5 citations · 7 across the 9 of their papers we have counts for
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Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
Martin Grothaus, Jose Luis da Silva, Herry Pribawanto Suryawan +1
By using white noise analysis, we study the integral kernel , , of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $H…
Green Measures for a Class of non-Markov Processes
Herry Pribawanto Suryawan, José Luís da Silva
In this paper, we investigate the Green measure for a class of non-Gaussian processes in . These measures are associated with the family of generalized grey Brownia…
A White Noise Approach to Stochastic Currents of Brownian Motion
Martin Grothaus, Herry Pribawanto Suryawan, José Luís da Silva
In this paper we study stochastic currents of Brownian motion , , by using white noise analysis. For and for $x=0\in\m…
Local times for multifractional Brownian motion in higher dimensions: A white noise approach
Wolfgang Bock, Jose Luis da Silva, Herry Pribawanto Suryawan
We present the expansion of the multifractional Brownian (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitabl…