267 citations · 297 across the 10 of their papers we have counts for
3 papers · 2 filters
Maximal inequalities for fractional Lévy and related processes
Christian Bender, Robert Knobloch, Philip Oberacker
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving marting…
A generalised Itō formula for Lévy-driven Volterra processes
Christian Bender, Robert Knobloch, Philip Oberacker
We derive a generalised Itō formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred Lévy process. This formula has a unifyi…
The Kingman tree length process has infinite quadratic variation
Iulia Dahmer, Robert Knobloch, Anton Wakolbinger
In the case of neutral populations of fixed sizes in equilibrium whose genealogies are described by the Kingman -coalescent back from time consider the associated processes…