A self-similar process with nowhere bounded sample paths
From MaRDI portal
Publication:4743517
Cites work
- scientific article; zbMATH DE number 3359492 (Why is no real title available?)
- A limit theorem related to a new class of self similar processes
- Infinite variance self-similar processes subordinate to a poisson measure
- On a class of self-similar processes
- Sample path properties of self-similar processes with stationary increments
Cited in
(15)- Linear fractional stable sheets: Wavelet expansion and sample path properties
- Joint continuity of the local times of linear fractional stable sheets
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions
- Maximal moments and uniform modulus of continuity for stable random fields
- Properties of strong local nondeterminism and local times of stable random fields
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Local and asymptotic properties of linear fractional stable sheets
- The asymptotic dependence structure of the linear fractional Lévy motion
- Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes
- Path properties of dilatively stable processes and singularity of their distributions
- Two classes of self-similar stable processes with stationary increments
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space
- Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes
- Hausdorff and packing dimensions of the images of random fields
This page was built for publication: A self-similar process with nowhere bounded sample paths
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4743517)
