activity
20002015
most citedSome extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems

101 citations · 292 across the 18 of their papers we have counts for

collaborators

18 papers

math.PR2015

Transience and recurrence of random walks on percolation clusters in an ultrametric space

D. A. Dawson, L. G. Gorostiza

We study existence of percolation in the hierarchical group of order , which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters.…

math.PR2013★ 7 cited

From intersection local time to the Rosenblatt process

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

The Rosenblatt process was obtained by Taqqu (1975) from convergence in distribution of partial sums of strongly dependent random variables. In this paper we give a particle pictur…

math.PR2012★ 4 cited

A strong uniform approximation of sub-fractional Brownian motion

Johanna Garzon, Luis G. Gorostiza, Jorge A. Leon

Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} we proved a strong uniform approximation with…

math.PR2012★ 5 cited

Oscillatory Fractional Brownian Motion and Hierarchical Random Walks

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their propert…

math.PR2011

Approximations of Fractional Stochastic Differential Equations by Means of Transport Processes

J. Garzón, L. G. Gorostiza, J. A. León

We present strong approximations with rate of convergence for the solution of a stochastic differential equation of the form where , $…

math.PR2010★ 6 cited

Number variance for hierarchical random walks and related fluctuations

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

We study an infinite system of independent symmetric random walks on a hierarchical group, in particular, the c-random walks. Such walks are used, e.g., in population genetics. The…