Concepedia

Marco Dozzi

MD

15

Publications

382

Citations

13

H-Index

1984

Active since

Affiliations

Université de Lorraine(Current)

Institut Élie Cartan de Lorraine

University of Bern

Mathematics Research Center

Taras Shevchenko National University of Kyiv

Marco Dozzi is an author at Université de Lorraine specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusStochastic ProcessesStatisticsStatistical InferenceBrownian MotionFunctional AnalysisStochastic AnalysisMathematical Programming

Publications per year

1984–2020

15

Publications

15

On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension

Latifa Debbi, Marco Dozzi · Stochastic Processes and their Applications · 2005 · 82 citations

Stochastic Calculus, Spatial Dimension, Anomalous Diffusion +3

Finite-time blowup and existence of global positive solutions of a semi-linear SPDE

Marco Dozzi, José Alfredo López-Mimbela · Stochastic Processes and their Applications · 2010 · 52 citations · Full text

Nonlinear Wave Propagation, Global Positive Solutions, Nonlinear Hyperbolic Problem +4

On the local time of multifractional Brownian motion

Brahim Boufoussi, Marco Dozzi, Raby Guerbaz · Stochastics · 2006 · 34 citations

Mild Regularity Conditions, Engineering, Levy Process +6

Asymptotic behavior of mixed power variations and statistical estimation in mixed models

Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko · Statistical Inference for Stochastic Processes · 2014 · 31 citations · Full text

Asymptotic Behavior, Parameter Estimation, Engineering +7

Local time and Tanaka formula for a Volterra-type multifractional Gaussian process

Brahim Boufoussi, Marco Dozzi, Renaud Marty · Bernoulli · 2010 · 27 citations · Full text

Numerical Analysis, Spectral Theory, Fourier Analytic Approach +13

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