2 citations · 2 across the 3 of their papers we have counts for
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math.PR2017
Local Times of Gaussian Processes
Joachim Lebovits
The aim of this work is to define and perform a study of local times of all Gaussian processes that have an integral representation over a real interval (that maybe infinite). Very…
math.PR2016
Estimation of the global regularity of a multifractional Brownian motion
Joachim Lebovits, Mark Podolskij
This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the r…
math.PR2011★ 2 cited
Stochastic Calculus with respect to multifractional Brownian motion
Joachim Lebovits, Jacques Lévy Vehel
Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Interne…