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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 5 (2011) > No. 1

 

Volume 5, Number 1 (2011)

Article

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Preface

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On zeros and local infima of Brownian motion
Michel Weber

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On local times of anisotropic Gaussian random fields
Dongsheng Wu and Yimin Xiao

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Packing dimension results for anisotropic Gaussian random fields
Anne Estrade, Dongsheng Wu, and Yimin Xiao

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A review of some methods to estimate the tail of the distribution of the maximum of a Gaussian field
Mario Wschebor

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Permanental processes
Hana Kogan, Michael B Marcus, and Jay Rosen

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A model of continuous time polymer on the lattice
David Márquez-Carreras, Carles Rovira, and Samy Tindel

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On fractional Ornstein-Uhlenbeck processes
Terhi Kaarakka and Paavo Salminen

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Itô's formula for a sub-fractional Brownian motion
Litan Yan, Guangjun Shen, and Kun He

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Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
Alexandra Chronopoulou, Ciprian A Tudor, and Frederi G Viens

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The long-range dependence of linear log-fractional stable motion
Joshua B Levy and Murad S Taqqu

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Efficient estimation of spectral functionals for Gaussian stationary models
Mamikon S Ginovyan

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Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis
N Lin and S V Lototsky

 
 
 
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ISSN: 2688-6669

 
 
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