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Property / author: Paul H. Jung / rank
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Property / author: Paul H. Jung / rank
 
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Latest revision as of 17:17, 8 July 2024

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Random-time isotropic fractional stable fields
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    Random-time isotropic fractional stable fields (English)
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    27 June 2014
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    The paper presents a random kernel-type construction of self-similar symmetric \(\alpha\)-stable processes with stationary increments. This so-called \(\alpha\)-stabilized subordination generalizes former constructions of indicator fractional stable motions in [\textit{P. H. Jung}, Electron. Commun. Probab. 16, 165--173 (2011; Zbl 1231.60041)] and is justified by a stable limit theorem. The author presents examples and proves that random-time linear fractional stable motions are null-conservative.
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    fractional stable motion
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    self-similar process
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    stable field
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