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math.PR2026
Estimating non-linear functionals of trawl processes
Orimar Sauri
Trawl processes are a family of continuous-time, infinitely divisible, stationary processes whose correlation structure is entirely characterized by their so-called trawl function.…
math.PR2026
Path properties of Lévy driven mixed moving average processes
Danijel Grahovac, Péter Kevei, Orimar Sauri
We derive general sufficient conditions for the existence of cà dlà g and continuous modifications of Lévy-driven mixed moving average processes. The conditions are explicit and e…
math.PR2025
The Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise
Orimar Sauri
In this paper we consider the Euler-Maruyama scheme for a class ofstochastic delay differential equations driven by a fractional Brownian motion with index . We establis…