A class of asymptotically self-similar stable processes with stationary increments

DOI10.1016/J.SPA.2014.07.014MaRDI QIDQ744230zbMATH OpenOpenAlexFDO

Authors Sami Umut Can

Publication date 6 October 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2014.07.014

zbMATH Keywords

continuous additive functionalfractional symmetric \(\alpha\)-stable motionlocal timerandom walkself-similar processstable processweak limit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Recommendations

• Random rewards, fractional Brownian local times and stable self-similar processes
• Discrete approximation of a stable self-similar stationary increments process
• Two classes of self-similar stable processes with stationary increments
• \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
• scientific article; zbMATH DE number 4054761

Cites work

• A limit theorem related to a new class of self similar processes
• Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
• Discrete approximation of a stable self-similar stationary increments process
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• scientific article; zbMATH DE number 1808203 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Infinite variance self-similar processes subordinate to a poisson measure
• Introduction to probability models
• On a class of self-similar processes
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• On the character of convergence to Brownian local time. II
• Random rewards, fractional Brownian local times and stable self-similar processes
• Two classes of self-similar stable processes with stationary increments

Cited in

(11)

• Random-time isotropic fractional stable fields
• \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
• Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments
• Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
• scientific article; zbMATH DE number 993513 (Why is no real title available?)
• scientific article; zbMATH DE number 5161484 (Why is no real title available?)
• scientific article; zbMATH DE number 1926057 (Why is no real title available?)
• scientific article; zbMATH DE number 843978 (Why is no real title available?)
• Recurrence-transience for self-similar additive processes associated with stable distributions
• Self-similar co-ascent processes and Palm calculus
• Random rewards, fractional Brownian local times and stable self-similar processes

This page was built for publication: A class of asymptotically self-similar stable processes with stationary increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q744230)