Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order

DOI10.1142/S0219493719500011zbMath1410.60042arXiv1703.00781OpenAlexW2962887376MaRDI QIDQ4630513

Łukasz Treszczotko

Publication date: 26 March 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.00781

zbMATH Keywords

Wick productRosenblatt processintersection local timestable Lévy processesparticle systemsHermite processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Cites Work

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