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M. Dozzi

11 papers hereh-index 14674 citations46 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author2
  • last author2

Across the 10 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR9
  • math.AP1
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20072023
most citedLocal time and Tanaka formula for a Volterra-type multifractional Gaussian process

27 citations · 74 across the 10 of their papers we have counts for

collaborators
Showing 2010 · math.PRShow all

1 paper · 2 filters

math.PR2010★ 14 cited

Real harmonizable multifractional stable process and its local properties

Marco Dozzi, Georgiy Shevchenko

A real harmonizable multifractional stable process is defined, its Hölder continuity and localizability are proved. The existence of local time is shown and its regularity is estab…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.