29 citations · 64 across the 13 of their papers we have counts for
29 papers
On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik +2
We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order with discontinuous integrands involving bounded v…
Least square estimators in linear regression models under negatively superadditive dependent random observations
Karine Bertin, Soledad Torres, Lauri Viitasaari
In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on t…
Remarks on existence and uniqueness of the solution for stochastic partial differential equations
Benny Avelin, Lauri Viitasaari
In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form , dri…
Long-range dependent completely correlated mixed fractional Brownian motion
Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen +1
In this paper we introduce the long-range dependent completely correlated mixed fractional Brownian motion (ccmfBm). This is a process that is driven by a mixture of Brownian motio…
Quantitative normal approximations for the stochastic fractional heat equation
Obayda Assaad, David Nualart, Ciprian A. Tudor +1
In this article we present a {\it quantitative} central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the…
Local times and sample path properties of the Rosenblatt process
George Kerchev, Ivan Nourdin, Eero Saksman +1
Let be the Rosenblatt process with Hurst index . We prove joint continuity for the local time of , and establish Hölder conditions for the…