3 papers
math.PR2017
Brownian semistationary processes and related processes
Orimar Sauri
In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes () in terms of fractional Brownian motions. To do this, we spe…
math.PR2015
On the class of distributions of subordinated Lévy processes
Orimar Sauri, E. D. Almut Veraart
This article study the class of distributions obtained by subordinating Lévy processes and Lévy bases. To do this we derive properties of a suitable mapping obtained via Lévy mixin…
math.PR2015
Selfdecomposable Fields
Ole E. Barndorff-Nielsen, Orimar Sauri, Benedykt Szozda
In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are…