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M. Dozzi

4 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 author1
  • middle author2
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20072011
most citedSample path properties of the local time of multifractional Brownian motion

27 citations · 60 across the 4 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

math.ST2010★ 27 cited

Local time and Tanaka formula for a Volterra-type multifractional Gaussian process

Brahim Boufoussi, Marco Dozzi, Renaud Marty

The stochastic calculus for Gaussian processes is applied to obtain a Tanaka formula for a Volterra-type multifractional Gaussian process. The existence and regularity properties o…

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