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Showing results 1 to 3 of 3

1
Holder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative

Jung, Paul; Markowsky, Greg, JOURNAL OF THEORETICAL PROBABILITY, v.28, no.1, pp.299 - 312, 2015-03

2
On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion

Jung, Paul; Markowsky, Greg, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.124, no.11, pp.3846 - 3868, 2014-11

3
RANDOM WALKS AT RANDOM TIMES: CONVERGENCE TO ITERATED LEVY MOTION, FRACTIONAL STABLE MOTIONS, AND OTHER SELF-SIMILAR PROCESSES

Jung, Paul; Markowsky, Greg, ANNALS OF PROBABILITY, v.41, no.4, pp.2682 - 2708, 2013-07

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