C. Tudor

activity

20052008

most citedOccupation densities for certain processes related to fractional Brownian motion

1 citations · 1 across the 5 of their papers we have counts for

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math.PR2008

Limits of bifractional Brownian noises

Makoto Maejima, Ciprian Tudor

Let $B^{H, K} = (B_{t}^{H, K}, t \geq 0)$ be a bifractional Brownian motion with two parameters $H \in (0, 1)$ and $K \in (0, 1]$ . The main result of this paper is that the increment process…

math.PR2008★ 1 cited

Occupation densities for certain processes related to fractional Brownian motion

Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine +1

In this paper we establish the existence of a square integrable occupation density for two classes of stochastic processes. First we consider a Gaussian process with an absolutely…