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We show that the Langevin equation with fractional Brownian mo- tion noise also has a stationary solution and that the decay of its auto-covariance function is like that of a
Linde, Approximation of Gaussian random fields: general results and optimal wavelet representation of the Lévy fractional motion.. Taqqu, Rate optimality of wavelet
In order to identify the limit, we shall characterize the limit as the unique solution of the aforementioned SDE-like equation (cf. the initial position of a reflected Brownian
This process is defined exactly as the one-dimensional Brownian snake, except that the spatial motion is this time a δ-dimensional Bessel process (absorbed or reflected at 0; this
A central limit theorem for random walk in a random environment on marked Galton-Watson trees.. Gabriel
Amongst other things, Aldous proved that the CRT is the scaling limit of a wide class of discrete random trees (in particular it is the scaling limit of uniformly distributed
Keywords: time-change, inverse subordinator, Gaussian process, Fokker–Planck equation, Kol- mogorov equation, fractional Brownian motion, time-dependent Hurst parameter, Volterra
The aim of the present paper is to study the asymptotic volume fraction, namely if fixed- sized grains give the highest volume fraction in the case where the weights are independent
