scientific article; zbMATH DE number 758238

MaRDI QIDQ4834153zbMATH OpenFDO

Authors Narn-Rueih Shieh

Publication date 17 July 1995

zbMATH Keywords

alpha-stable processBrownian motionfractional Brownian motionslocal nondeterminismLévy processesself- similarity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18)

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• Multiple points of fractional stable processes
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• Integral-geometric construction of self-similar stable processes
• Self-stabilizing processes
• Hölder laws and multiple points for self-intersection local time increments of generalized -stable process
• Self-intersections and local nondeterminism of Gaussian processes

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