AbstractOperator self similar stochastic processes taking values in a finite dimensional Euclidean space are introduced and some of their properties are studied
Summary We show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are consid-ered. If the ...
Self-similar processes are very natural generalization of stable Levy Motions, we introduce the new ...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
Introduction A stochastic process Y (t) is defined as self-similar with self-similarity parameter H...
We study the concept of self-similarity with respect to stochastic time change. The negative binomia...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solu...
AbstractMultivariate random fields whose distributions are invariant under operator-scalings in both...
Summary We show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are consid-ered. If the ...
Self-similar processes are very natural generalization of stable Levy Motions, we introduce the new ...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
Introduction A stochastic process Y (t) is defined as self-similar with self-similarity parameter H...
We study the concept of self-similarity with respect to stochastic time change. The negative binomia...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solu...
AbstractMultivariate random fields whose distributions are invariant under operator-scalings in both...
Summary We show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...