2 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2014★ 1 cited
Some sample path properties of multifractional Brownian motion
Paul Balança
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the…
math.PR2012★ 1 cited
An increment type set-indexed Markov property
Paul Balança
In this article is introduced and studied a set-indexed Markov property named C-Markov. This new definition fulfils one important expectation for a Markov property: there exists a…
math.PR2012★ 2 cited
A set-indexed Ornstein-Uhlenbeck process
Paul Balança, Erick Herbin
The purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and en…