Related papers: Limit theorems for nonlinear functionals of Volter…
We report in this paper a thorough study on the the dynamical mechanics of the fractional Brownian motion systems. Where several non-trivial properties are revealed such as the abundant non-Markovian effects resulted from the fractional…
In this paper we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the techniques of Malliavin calculus and the quantitative stable…
In this letter, we construct cusum change-point tests for the Hurst exponent and the volatility of a discretely observed fractional Brownian motion. As a statistical application of the functional Breuer-Major theorems by B\'egyn (2007) and…
Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion…
In this paper, we extend the Brown-Halmos theorems to the Fock space and investigate the range of the Berezin transform. We observe that there are non-pluriharmonic functions $u$ that can be written as a finite sum…
This article studies the finite sample behaviour of a number of estimators for the integrated power volatility process of a Brownian semistationary process in the non semi-martingale setting. We establish three consistent feasible…
This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…
We consider a class of linear Volterra transforms of Brownian motion associated to a sequence of M\"untz Gaussian spaces and determine explicitly their kernels; some interesting links with M\"untz-Legendre polynomials are provided. This…
When high-frequency sound waves travel through media with anomalous diffusion, such as biological tissues, their motion can be described by nonlinear wave equations of fractional higher order. These can be understood as nonlocal…
We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…
In this paper we present some new asymptotic results for high frequency statistics of Brownian semi-stationary processes. More precisely, we will show that singularities in the weight function, which is one of the ingredients of a BSS…
With the use of Hida's white noise space theory space theory and spaces of stochastic distributions, we present a detailed analytic continuation theory for classes of Gaussian processes, with focus here on Brownian motion. For the latter,…
We find an explicit expression for the cross-covariance between stochastic integral processes with respect to a $d$-dimensional fractional Brownian motion (fBm) $B_t$ with Hurst parameter $H>1/2$, where the integrands are vector fields…
We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…
This work concerns stochastic Volterra equations with singular kernels. Under the suitable conditions, we prove the central limit theorem for them. Moreover, we apply our result to stochastic Volterra equations with the kernels of…
Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…
This paper mainly dedicates to prove a plethora of weighted estimates on Morrey spaces for bilinear fractional integral operators and their general commutators with BMO functions of the form…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
In previous works, Bardina and Rovira (2023) constructed a family of processes that converge strongly towards Brownian motion, defined from renewal processes, are constructed. In this paper we prove that some of these processes can be…
We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H\geq \frac12$. We show the convergence of these schemes at first and second order. The processes obtained in the limit…