Homepage of

Marco E. DOZZI

professor of mathematics at Lorraine University, France

M. Dozzi, Y. Mishura, G. Shevchenko. Asymptotic behaviour of mixed power variations and statistical estimation in mixed models. Statistical Inference for Stochastic Processes, 18 (2015), 151-175
M. Dozzi, G. Shevchenko. Real harmonisable multifractional stable process and its local properties. Stochastic Processes and Applications 121 (2011), 1509-1523
B. Boufoussi, M. Dozzi, R. Marty. Local time and Tanaka formula for a Volterra type multifractional Brownian motion. Bernoulli 16(4) 2010, 1294-1311
B. Boufoussi, M. Dozzi, R. Guerbaz. Path properties of a class of locally asymptotically self similar processes. Electr. J. of Probability 13(2008), 898-921
B. Boufoussi, M. Dozzi, R. Guerbaz. Sample path properties of the local time of multifractional Brownian motion. Bernoulli 13(2007), 849-867
B. Boufoussi, M. Dozzi, R. Guerbaz. On the local time of multifractional Brownian motion. Stochastics 78(2006), 33-49
B.Boufoussi, M.Dozzi, E.Lakhel. A Kolmogorov and tightness criterion in modular Besov spaces, and an application to a class of Gaussian processes. Stoch. Analysis Appl. 23(2005), 665-685
Monograph and parts of books

M. Dozzi. Stochastic processes with a multidimensional parameter. Pitman Research Notes in Mathematics Series 194, Longman 1989
M. Dozzi. Two-parameter stochastic processes. In : M. Dozzi, H. J. Engelbert, D. Nualart. Stochastic processes and relateted topics. Mathematical Research 61, Akademie Verlag Berlin 1991, 17-43
M. Dozzi. Occupation density and sample path properties of N-parameter processes. In : V. Capasso, E. Merzbach, B.G. Ivanoff, M.Dozzi, R.C. Dalang, T.S Mountford. Topics in spatial stochastic processes. Lecture Notes in Mathematics 1802 (2003), 127-166


Ascona Proceedings

 R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications VII. Progress in Probability 67, Birkhäuser Verlag 2013
 R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications VI. Progress in Probability 63, Birkhäuser Verlag 2011
 R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications V. Progress in Probability 59, Birkhäuser Verlag 2008
 R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications IV. Progress in Probability 58, Birkhäuser Verlag 2004
 R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications III. Progress in Probability 52, Birkhäuser Verlag 2002
 R.Dalang, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications. Progress in Probability 45, Birkhäuser Verlag 1999
 E.Bolthausen, M.Dozzi, F.Russo (Editors). Stochastic analysis, random fields and applications. Progress in Probability 36, Birkhäuser Verlag 1995