16 citations · 19 across the 6 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
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.PR2017★ 1 cited
Stochastic Calculus with respect to Gaussian Processes: Part I
Joachim Lebovits
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedi…