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Large deviations for a class of tempered subordinators and their inverse processes
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- Journal:
- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 6 / December 2021
- Published online by Cambridge University Press:
- 08 January 2021, pp. 2030-2050
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- December 2021
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Limit theorems for the fractional nonhomogeneous Poisson process
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 246-264
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- March 2019
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On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields *
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- Journal:
- ESAIM: Probability and Statistics / Volume 14 / 2010
- Published online by Cambridge University Press:
- 29 July 2010, pp. 210-255
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- 2010
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Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
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- Journal:
- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1129-1156
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- December 2008
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