101 citations · 308 across the 18 of their papers we have counts for
19 papers
Large time behavior of critical marked Hawkes processes with heavy tailed marks and related branching particle systems
Anna Talarczyk
We study large time behavior of critical marked Hawkes processes and related branching particle systems. In case of marked Hawkes processes we assume that the kernel function has m…
A generalized central limit theorem for critical marked Hawkes processes
Anna Talarczyk
We prove a central limit type theorem for critical marked Hawkes processes. We study the case where the marks are i.i.d. with nonnegative values and their common distribution is ei…
On small deviations of Gaussian multiplicative chaos with a strictly logarithmic covariance on Euclidean ball
Anna Talarczyk, Maciej Wiśniewolski
Recognizing the regime of positive definiteness for a strictly logarithmic covariance kernel, we prove that the small deviations of a related Gaussian multiplicative chaos (GMC) $M…
Time regularity of Lévy-type evolution in Hilbert spaces and of some -stable processes
Witold Bednorz, Anna Talarczyk
In this paper we consider the existence of weakly càdlàg versions of a solution to a linear equation in a Hilbert space , driven by a Levy process taking values in a Hilbert spa…
Limit theorems for integrated trawl processes with symmetric Lévy bases
Anna Talarczyk, Łukasz Treszczotko
We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described…
Bifractional Brownian motion for and
Anna Talarczyk
Bifractional Brownian motion on is a two parameter centered Gaussian process with covariance function: \[ R_{H,K} (t,s)=\frac 1{2^K}\left(\left(t^{2H}+s^{2H}\right)^…