Local times and sample path properties of the Rosenblatt process

George Kerchev, Ivan Nourdin, Eero Saksman, Lauri Viitasaari

Tutkimustuotos: Artikkelijulkaisu › Artikkeli › Tieteellinen › vertaisarvioitu

Alkuperäiskieli	englanti
Lehti	Stochastic Processes and Their Applications
Vuosikerta	131
Sivut	498-522
Sivumäärä	25
ISSN	0304-4149
DOI - pysyväislinkit	https://doi.org/10.1016/j.spa.2020.09.018
Tila	Julkaistu - tammik. 2021
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä, vertaisarvioitu

Tieteenalat

@article{3d1ca0c429d84ebfb71c3633c88c0928,

title = "Local times and sample path properties of the Rosenblatt process",

keywords = "Rosenblatt process, Local times, Fourier transform, Hilbert-Schmidt operator, CONTINUITY, 111 Mathematics",

author = "George Kerchev and Ivan Nourdin and Eero Saksman and Lauri Viitasaari",

year = "2021",

month = jan,

doi = "10.1016/j.spa.2020.09.018",

language = "English",

volume = "131",

pages = "498--522",

journal = "Stochastic Processes and Their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Local times and sample path properties of the Rosenblatt process

AU - Kerchev, George

AU - Nourdin, Ivan

AU - Saksman, Eero

AU - Viitasaari, Lauri

PY - 2021/1

Y1 - 2021/1

KW - Rosenblatt process

KW - Local times

KW - Fourier transform

KW - Hilbert-Schmidt operator

KW - CONTINUITY

KW - 111 Mathematics

U2 - 10.1016/j.spa.2020.09.018

DO - 10.1016/j.spa.2020.09.018

M3 - Article

VL - 131

SP - 498

EP - 522

JO - Stochastic Processes and Their Applications

JF - Stochastic Processes and Their Applications

SN - 0304-4149

ER -