39 citations · 176 across the 32 of their papers we have counts for
4 papers · 1 filter
Stochastic differential equations driven by generalized grey noise
José Luís da Silva, Mohamed Erraoui
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute cont…
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…
Mittag-Leffler Analysis I: Construction and characterization
Martin Grothaus, Florian Jahnert, Felix Riemann +1
We construct an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which we call Mittag-Leffler measures. It turns out that the well-known W…
Polymer Measure: Varadhan's Renormalization Revisited
Wolfgang Bock, Maria João Oliveira, José Luis da Silva +1
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.