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papers

Publications (8)

math.PR2011

Real harmonizable multifractional stable process and its local properties

Marco Dozzi, Georgiy Shevchenko

math.AP2018

Global variational solutions to a class of fractional spde's on unbounded domains

Marco Dozzi, Rim Touibi, Pierre-A Vuillermot

math.PR2009

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

Marco Dozzi, José Alfredo Lopez

math.ST2010

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

Brahim Boufoussi, Marco Dozzi, Renaud Marty

math.PR2016

Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation

Marco Dozzi, Yuriy Kozachenko, Yuliya Mishura +1

math.PR2011

On a space discretization scheme for the Fractional Stochastic Heat Equations

Latifa Debbi, Marco Dozzi

math.PR2013

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

Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko

math.PR2007

Sample path properties of the local time of multifractional Brownian motion

Brahim Boufoussi, Marco Dozzi, Raby Guerbaz