Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
Dozzi, Marco, López-Mimbela, José Alfredo
Published in Stochastic processes and their applications (01.06.2010)
Published in Stochastic processes and their applications (01.06.2010)
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Journal Article
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Dozzi, Marco, Mishura, Yuliya, Shevchenko, Georgiy
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.07.2015)
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.07.2015)
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Journal Article
Real harmonizable multifractional stable process and its local properties
Dozzi, Marco, Shevchenko, Georgiy
Published in Stochastic processes and their applications (01.07.2011)
Published in Stochastic processes and their applications (01.07.2011)
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Journal Article
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
Dozzi, Marco, Kozachenko, Yuriy, Mishura, Yuliya, Ralchenko, Kostiantyn
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.04.2018)
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.04.2018)
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Journal Article
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions
Dozzi, Marco, Kolkovska, Ekaterina T., López-Mimbela, José A., Touibi, Rim
Published in Stochastics (Abingdon, Eng. : 2005) (03.10.2023)
Published in Stochastics (Abingdon, Eng. : 2005) (03.10.2023)
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Journal Article
Global variational solutions to a class of fractional SPDE's on unbounded domains
Dozzi, Marco, Touibi, Rim, Vuillermot, Pierre A.
Published in Stochastic analysis and applications (02.01.2019)
Published in Stochastic analysis and applications (02.01.2019)
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Journal Article
Path properties of a class of locally asymptotically self similar processes
Boufoussi, Brahim, Dozzi, Marco, Guerbaz, Raby
Published in Electronic journal of probability (01.01.2008)
Published in Electronic journal of probability (01.01.2008)
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Journal Article
Path properties of locally asymptotically self similar processes
Boufoussi, Brahim, Dozzi, Marco, Guerbaz, Raby
Published in Electronic journal of probability (09.05.2008)
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Published in Electronic journal of probability (09.05.2008)
Journal Article