On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
From MaRDI portal
Publication:1610464
DOI10.1016/S0960-0779(02)00020-6zbMath1009.60028MaRDI QIDQ1610464
Mohamed Ben Alaya, Thierry E. Huillet
Publication date: 19 August 2002
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Mittag-Leffler functions and related distributions
- Tails of Lévy measure of geometric stable random variables
- Semi-selfsimilar processes
- The multifractal nature of Lévy processes
- Geometric stable distributions in Banach spaces
- Certain probabilistic aspects of semistable laws
- Distributions of selfsimilar and semi-selfsimilar processes with independent increments
- AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
- Max-geometric infinite divisibility and stability
- A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
- Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark
- Fractional Lévy motions and related processes
- Limit laws for a stochastic process and random recursion arising in probabilistic modelling
- On the Extension of the Class of Stable Distributions
- Inverses of extremal processes
- Semi-Stable Stochastic Processes
- ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS
- Chance and Stability
- Fractional Brownian Motions, Fractional Noises and Applications
- The structure of extremal processes