21 citations · 21 across the 3 of their papers we have counts for
3 papers
math.PR2015
Spectral functions related to some fractional stochastic differential equations
Mirko D'Ovidio, Enzo Orsingher, Ludmila Sakhno
In this paper we consider fractional higher-order stochastic differential equations of the form \begin{align*} \left( μ+ c_α\frac{d^α}{d(-t)^α} \right)^βX(t) = \mathcal{E}(t) , \qu…
math.PR2013★ 21 cited
Fractional Non-Linear, Linear and Sublinear Death Processes
Enzo Orsingher, Federico Polito, Ludmila Sakhno
This paper is devoted to the study of a fractional version of non-linear $\mathpzc{M}^ν(t)$, , linear , and sublinear , death processes.…
math.PR2008
On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
Many statistical applications require establishing central limit theorems for sums, integrals, or for quadratic forms of functions of a stationary process. A particularly important…