Add to ORKGAbstract: This note surveys some recent results on self-similar Markov processes. Since the research around the topic has been very rich during the last fifteen years we do not pretend to cover all the recent developments in the field, and hence we focus mainly in giving a panorama of the areas where the authors have made contributions
Self-similar Markov processes often arise in various part of probability theory as limits of rescale...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
enin et al. (2000) recently introduced the idea of similarity in the context of birth-death processe...
International audienceThe main purpose of this work is to study self-similar branching Markov chains...
Introduction A stochastic process Y (t) is defined as self-similar with self-similarity parameter H...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
URL des Documents de travail :http://ces.univ-paris1.fr/cesdp/CESFramDP2007.htmClassification JEL : ...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
An R d-valued Markov process X (x) t = (X 1,x 1 t ,. .. , X d,x d t), t ≥ 0, x ∈ R d is said to be m...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
As stochastic processes are not uniquely defined by their marginal distributions, it is of interest ...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
In this talk, we present a necessary and sufficient condition for the existence of recurrent extensi...
Self-similar Markov processes often arise in various part of probability theory as limits of rescale...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
enin et al. (2000) recently introduced the idea of similarity in the context of birth-death processe...
International audienceThe main purpose of this work is to study self-similar branching Markov chains...
Introduction A stochastic process Y (t) is defined as self-similar with self-similarity parameter H...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
URL des Documents de travail :http://ces.univ-paris1.fr/cesdp/CESFramDP2007.htmClassification JEL : ...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
An R d-valued Markov process X (x) t = (X 1,x 1 t ,. .. , X d,x d t), t ≥ 0, x ∈ R d is said to be m...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
As stochastic processes are not uniquely defined by their marginal distributions, it is of interest ...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
In this talk, we present a necessary and sufficient condition for the existence of recurrent extensi...
Self-similar Markov processes often arise in various part of probability theory as limits of rescale...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
enin et al. (2000) recently introduced the idea of similarity in the context of birth-death processe...