Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are considered. If the family of expectations of such a process is a spanning subset of the space, it is proved that the scaling family of operators of the process under consideration is a uniquely determinedmultiplicative group of operators. If the expectation-function of the process is continuous, it is proved that the expectations of the process have power-growth with exponent greater than or equal to 0, that is, their norm is less than a nonnegative constant times such a power-function, provided that the linear space spanned by the expectations has category 2 (in the sense of Baire) in its closure. It is shown that OSS processes whose expectation-function is dif...
AbstractWe prove smoothness of densities and regularizing properties of semigroups associated to an ...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are consid-ered. If the ...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractIn this work, a general representation for an operator self-similar Gaussian vector field is...
AbstractJeanblanc et al. (Stochastic Process. Appl. 100 (2002) 223) give a representation of self-si...
AbstractMultivariate random fields whose distributions are invariant under operator-scalings in both...
For Q the variance of some centred Gaussian random vector in a separable Banach space it is shown th...
AbstractThe characteristic feature of operator selfsimilar stochastic processes is that a linear res...
AbstractOperator self similar stochastic processes taking values in a finite dimensional Euclidean s...
A process X(t) is self-similar with index H > 0 if the finite-dimensional distributions of X(at) are...
We investigate a class of Hilbert space valued martingale-valued measures whose covariance structure...
We study Hilbert space valued Ornstein–Uhlenbeck processes (Y(t), t ≥ 0) which arise as weak solutio...
AbstractIn this paper, we consider the questions of countable additivity of measures induced by stoc...
AbstractWe prove smoothness of densities and regularizing properties of semigroups associated to an ...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are consid-ered. If the ...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractIn this work, a general representation for an operator self-similar Gaussian vector field is...
AbstractJeanblanc et al. (Stochastic Process. Appl. 100 (2002) 223) give a representation of self-si...
AbstractMultivariate random fields whose distributions are invariant under operator-scalings in both...
For Q the variance of some centred Gaussian random vector in a separable Banach space it is shown th...
AbstractThe characteristic feature of operator selfsimilar stochastic processes is that a linear res...
AbstractOperator self similar stochastic processes taking values in a finite dimensional Euclidean s...
A process X(t) is self-similar with index H > 0 if the finite-dimensional distributions of X(at) are...
We investigate a class of Hilbert space valued martingale-valued measures whose covariance structure...
We study Hilbert space valued Ornstein–Uhlenbeck processes (Y(t), t ≥ 0) which arise as weak solutio...
AbstractIn this paper, we consider the questions of countable additivity of measures induced by stoc...
AbstractWe prove smoothness of densities and regularizing properties of semigroups associated to an ...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...