Search Results - subject:"Set-indexed processes"

A fractional Brownian field indexed by L2 and a varying Hurst parameter

Richard, Alexandre - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1394-1425

fractional Brownian motion. Then, we apply these general results to multiparameter and set-indexed processes, proving the …

Persistent link: https://www.econbiz.de/10011194139

The set-indexed Lévy process: Stationarity, Markov and sample paths properties

Herbin, Erick; Merzbach, Ely - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1638-1670

. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of this …

Persistent link: https://www.econbiz.de/10010636527

A Strong Markov Property For Set-Indexed Processes

Balan, R.M. - Départment des sciences administratives, Université … - 2000

We introduce adapted sets and optional sets and we study a type of strong Markov property for set-indexed precesses, that can be associated with the sharp Markov property defined by Ivanoff and Merzbach (2000a).

Persistent link: https://www.econbiz.de/10010837026