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math.PR2026
Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
Martin Grothaus, Jose Luis da Silva, Herry Pribawanto Suryawan +1
By using white noise analysis, we study the integral kernel , , of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $…
math.PR2026
Identification of the residual term in multiplicative self-decomposition using Fox -functions
José LuÃs da Silva, Mohamed Erraoui
Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanb…