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math.PR2010★ 19 cited
A general framework for waves in random media with long-range correlations
Renaud Marty, Knut Sølna
We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptoti…
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…