The Local Structure of Random Processes
By Kenneth J. Falconer. 2003
106 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/effec7b928e111b53d7484c2b2dfd0375a926c27
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Jacques Lévy Véhel
- Murad S. Taqqu
- Antoine Ayache
- Kenneth J. Falconer
- Stéphane Jaffard
- Stéphane Seuret
- J. Barral
- Nicolas G. Fournier
In Management Science and Operations Research
- Jacques Lévy Véhel
- Stéphane Jaffard
- Murad S. Taqqu
- Antoine Ayache
- Stéphane Seuret
- J. Barral
- Nicolas G. Fournier
- Matthias Schulte
In Mathematical Physics
- Stéphane Seuret
- J. Barral
- Antoine Ayache
- Murad S. Taqqu
- Stéphane Jaffard
- Jacques Lévy Véhel
- Kenneth J. Falconer
- Nicolas G. Fournier
Citations in the corpus
- A pure jump Markov process with a random singularity spectrum (2009, background): “The notion of tangent processes was, for instance, studied in [13].”
- Wavelet construction of Generalized Multifractional processes. (2007, background): “We refer to the recent works of Falconer [18, 19] for an extensive study of the notion of tangent process.”
- Stochastic properties of the linear multifractional stable motion (2004, unknown): “However, in contrast to Falconer (2003), we are not dealing with path-wise convergence in a Skorokhod space, but with the convergence of the finite-dimensional distributions (see also Falconer (2002)); we will say simply that {Y (t)}t∈R is locally equivalent to {Z(t)}t∈R at t = t0.”
- Multifractional, Multistable, and Other Processes with Prescribed Local Form (2008, background): “However, much more is true: under quite general conditions Y ′ u must be self-similar with stationary increments (sssi) at almost all u at which it is strongly localisable, that is r(Y ′ u(u + rt) − Y ′ u(u)) = Y ′ u(t) for all u and r > 0, see [8, 9].”