Elliptic self-similar stochastic processes (Q1884103)
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English | Elliptic self-similar stochastic processes |
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Elliptic self-similar stochastic processes (English)
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25 October 2004
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Let \(M\) be a random measure and let \(L\) be an elliptic psuedo-differential operator on the \(d\)-dimensional space. The authors study the solution of the stochastic problem \(LX=M\), \(X(0)=0\), when some homogeneity and integrability conditions are assumed. The authors characterize the solutions \(X\) which are self-similar and with stationary increments in terms of the deriving measure \(M\). Then they use appropriate wavelet bases to expand these solutions and give regularity results.
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elliptic processes
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self-similar processes with stationary increments
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elliptic pseudo-differential operator
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wavelet basis
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regularity of sample paths
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percolation tree
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intermittency
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