most citedA generalisation of the fractional Brownian field based on non-Euclidean norms

12 citations · 12 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2015

Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index

Kestutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko +1

We consider Langevin equation involving fractional Brownian motion with Hurst index . Its solution is the fractional Ornstein-Uhlenbeck process and with unknown dr…

math.PR2014★ 12 cited

A generalisation of the fractional Brownian field based on non-Euclidean norms

Ilya Molchanov, Kostiantyn Ralchenko

We explore a generalisation of the Lévy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admi…

math.PR2014

Multifractional Poisson process, multistable subordinator and related limit theorems

Ilya Molchanov, Kostiantyn Ralchenko

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson…