Add to ORKGSelf-similar processes are very natural generalization of stable Levy Motions, we introduce the new class of stochastic processes which are the analogous generalization of pseudostable Levy Motions which arise in Gnedenko problem
We study the concept of self-similarity with respect to stochastic time change. The negative binomia...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Self-similar processes are very natural generalization of stable Levy Motions, we introduce the new ...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
This book provides a self-contained presentation on the structure of a large class of stable process...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
AbstractIn this note we settle a question posed by Kasahara, Maejima, and Vervaat. We show that the ...
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
We generalize the BM-local time fractional symmetric a-stable motion introduced by Cohen and Samorod...
The aim of this paper is to present a result of discrete approximation of some class of stable self-...
"In this paper we establish the uniqueness of the Lamperti transformation leading from self-similar ...
In this paper we present a general mathematical construction that allows us to define a parametric ...
We consider the asymptotic properties of the superpositions of independent renewal processes with l...
We study the concept of self-similarity with respect to stochastic time change. The negative binomia...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
Self-similar processes are very natural generalization of stable Levy Motions, we introduce the new ...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
This book provides a self-contained presentation on the structure of a large class of stable process...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
AbstractIn this note we settle a question posed by Kasahara, Maejima, and Vervaat. We show that the ...
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
We generalize the BM-local time fractional symmetric a-stable motion introduced by Cohen and Samorod...
The aim of this paper is to present a result of discrete approximation of some class of stable self-...
"In this paper we establish the uniqueness of the Lamperti transformation leading from self-similar ...
In this paper we present a general mathematical construction that allows us to define a parametric ...
We consider the asymptotic properties of the superpositions of independent renewal processes with l...
We study the concept of self-similarity with respect to stochastic time change. The negative binomia...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...