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math.PR2009★ 3 cited
Some applications of Rice formulas to waves
Jean-Marc Azaïs, José R. León, Mario Wschebor
We use Rice's formulas in order to compute the moments of some level functionals which are linked to problems in oceanography and optics. For instance, we consider the number of sp…
math.PR2008★ 29 cited
Estimation in models driven by fractional Brownian motion
Corinne Berzin, José R. León
Let be the fractional Brownian motion with parameter . When , we consider diffusion equations of the type \[X(t)=c+\int_0^tσ\bigl(X(u)\big…