92 citations · 561 across the 76 of their papers we have counts for
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math.PR2007★ 23 cited
Large deviations for local time fractional Brownian motion and applications
Mark M. Meerschaert, Erkan Nane, Yimin Xiao
Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index with values in $\rr$, and let be the local time process at zero…
math.PR2007
Harmonic analysis of additive Levy processes
Davar Khoshnevisan, Yimin Xiao
Let denote independent -dimensional Lévy processes, and consider the -parameter random field \[\X(\bm{t}):= X_1(t_1)+...+X_N(t_N).\] First we demonstrate th…
math.PR2007★ 12 cited
Packing-Dimension Profiles and Fractional Brownian Motion
Davar Khoshnevisan, Yimin Xiao
In order to compute the packing dimension of orthogonal projections Falconer and Howroyd (1997) introduced a family of packing dimension profiles that are parametrize…