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A stochastic calculus for Rosenblatt processes

  • Published:2020-01 Issue: Volume: Page:
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Čoupek Petr,Duncan Tyrone E.,Pasik-Duncan Bozenna

Funder

National Science Foundation, USA

AFOSR, USA

Czech Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference53 articles.

1. Wavelet-based synthesis of the Rosenblatt process;Abry;Signal Process.,2006

2. A note on the Rosenblatt distributions;Albin;Statist. Probab. Lett.,1998

3. Stochastic calculus with respect to Gaussian processes;Alòs;Ann. Probab.,2001

4. Stochastic integration with respect to the fractional Brownian motion;Alòs;Stoch. Stoch. Rep.,2003

5. Around some selfsimilar processes with stationary increments;Arras,2014

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