Operator semi-self-similar processes and their space-scaling matrices
From MaRDI portal
Publication:2496092
DOI10.1016/j.spl.2005.09.018zbMath1094.60028MaRDI QIDQ2496092
Publication date: 30 June 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.09.018
60G18: Self-similar stochastic processes
Cites Work
- Unnamed Item
- Unnamed Item
- Operator self similar stochastic processes in \(R^ n\).
- Semi-selfsimilar processes
- Operator-self-similar stable processes
- Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes
- Self-similar processes with independent increments
- Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
- Operator semistable probability measures on $R^N$
- Criteria for recurrence and transience of semistable processes
- Operator-Self-Similar Processes in a Finite-Dimensional Space
- Semi-Stable Stochastic Processes