Concepedia
Stochastic Processes and their Applications · 1999 · 19 citations · 6 references
Limit TheoremsProbability TheoryLevy ProcessFractional Stochastics
6
Extremes and Related Properties of Random Sequences and Processes.
Richard A. Davis, M. R. Leadbetter, Georg Lindgren et al. · Journal of the American Statistical Association · 1985 · 1.8K citations
Engineering, Discrete Probability, Entropy +8
Sample Functions of the $N$-Parameter Wiener Process
Steven Orey, William E. Pruitt · The Annals of Probability · 1973 · 162 citations · Full text
Sample Functions, Engineering, Interval Recurrent +12
On the size of the increments of nonstationary Gaussian processes
Joaquı́n Ortega · Stochastic Processes and their Applications · 1984 · 46 citations
Engineering, Integrable Probability, Gaussian Process +5
Laws of iterated logarithm of multiparameter wiener processes
Shruti Paranjape, C Park · Journal of Multivariate Analysis · 1973 · 25 citations
Entropy, Integrable Probability, Stochastic Calculus +2
Upper classes for the increments of fractional Wiener processes
Joaquı́n Ortega · Probability Theory and Related Fields · 1989 · 10 citations · Full text
Fractional Dynamic, Fractional Wiener Processes, Fractional Stochastics