Properties of trajectories of a multifractional Rosenblatt process

DOI10.1090/S0094-9000-2012-00849-1zbMath1248.60045MaRDI QIDQ2890730

Georgiy M. Shevchenko

Publication date: 11 June 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

local timeRosenblatt processpath propertieslocalizability

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Convergence of probability measures (60B10) Local time and additive functionals (60J55)

Related Items (3)

Universality for persistence exponents of local times of self-similar processes with stationary increments ⋮ Multifractional Hermite processes: definition and first properties ⋮ Fractal dimensions of the Rosenblatt process

Cites Work

• Unnamed Item
• Unnamed Item
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
• Wavelet-type expansion of the Rosenblatt process
• A note on Rosenblatt distributions
• Monotonicity of certain functionals under rearrangement
• Stochastic calculus for fractional Brownian motion and related processes.
• Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Gaussian Hilbert Spaces
• Analysis of the Rosenblatt process
• Local Times and Sample Function Properties of Stationary Gaussian Processes

This page was built for publication: Properties of trajectories of a multifractional Rosenblatt process