AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A limit theorem related to a new class of self similar processes
- A remark on self-similar processes with stationary increments
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Brownian motion on the Sierpinski gasket
- CLT and other limit theorems for functionals of Gaussian processes
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- Class L of multivariate distributions and its subclasses
- Convergence of integrated processes of arbitrary Hermite rank
- Fractional Brownian Motions, Fractional Noises and Applications
- Hausdorff measure of the graph of fractional Brownian motion
- Hausdorff measure of trajectories of multiparameter fractional Brownian motion
- Hausdorff-type measures of the sample paths of fractional Brownian motion
- Infinite variance self-similar processes subordinate to a poisson measure
- Log-fractional stable processes
- Marginal distributions of self-similar processes with stationary increments
- Multiple Wiener integral
- Multiple points of trajectories of multiparameter fractional Brownian motion
- Non-central limit theorems for non-linear functional of Gaussian fields
- On a class of self-similar processes
- Operator-self-similar stable processes
- Sample path properties of self-similar processes with stationary increments
- Self-similar processes with independent increments
- Semi-selfsimilar processes
- The Brownian escape process
- Weak convergence to fractional brownian motion and to the rosenblatt process
- \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
Cited in
(13)- TheKolmogorov Legacy in Physics
- Complex-order scale-invariant operators and self-similar processes
- Location of the path supremum for self-similar processes with stationary increments
- A Conversation With Paul Embrechts
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes
- The skewed multifractal random walk with applications to option smiles
- Closed-form option pricing for exponential Lévy models: a residue approach
- Convergence of superpositions of scaled renewal processes with a finite number of different distributions
- The value of power-related options under spectrally negative Lévy processes
- A weak convergence to Hermite process by martingale differences
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
- Path properties of the linear multifractional stable motion
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