21 citations · 22 across the 4 of their papers we have counts for
4 papers
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…
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.…
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Hol…
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…