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math.PR2010★ 4 cited
The fractional Poisson measure in infinite dimensions
Maria Joao Oliveira, Habib Ouerdiane, Jose Luis da Silva +1
The Mittag-Leffler function being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a charact…
math.PR2010★ 17 cited
Intersection local times of independent fractional Brownian motions as generalized white noise functionals
Maria Joao Oliveira, Jose Luis da Silva, Ludwig Streit
In this work we present expansions of intersection local times of fractional Brownian motions in , for any dimension , with arbitrary Hurst coefficients in …