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math.PR2021
On operator fractional Lévy motion: integral representations and time reversibility
Benjamin Cooper Boniece, Gustavo Didier
In this paper, we construct operator fractional Lévy motion (ofLm), a broad class of non-Gaussian stochastic processes that are covariance operator self-similar, have wide-sense st…
math.PR2019
On fractional Lévy processes: tempering, sample path properties and stochastic integration
Benjamin Cooper Boniece, Gustavo Didier, Farzad Sabzikar
We define two new classes of stochastic processes, called tempered fractional Lévy process of the first and second kinds (TFLP and TFLP , respectively). TFLP and TFLP …