◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

R. Marty

3 papers hereh-index 11356 citations21 works total

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

author position
  • first author1
  • last author2

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • math.ST1

identity via Semantic Scholar / OpenAlex

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

27 citations · 60 across the 3 of their papers we have counts for

collaborators
Showing math.STShow 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…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.