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math.PR2014
Large deviations for clocks of self-similar processes
Alain Rouault, Nizar Demni, Marguerite Zani
The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a Lévy process drifting to and its inverse, the clock of the c…
math.PR2014★ 1 cited
Approximation of additive random fields based on standard information: average case and probabilistic settings
Mikhail Lifshits, Marguerite Zani
We consider approximation problems for tensor product and additive random fields based on standard information in the average case setting. We also study the probabilistic setting…