Sample path properties of self-similar processes with stationary increments

self-similarity stationary increments locally bounded variation composition of independent processes subordination of random measures to point processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Random measures (60G57) Special processes (60K99) Sample path properties (60G17)

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Self-Affine Processes and the Ergodic Theorem
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Ruin probability with claims modeled by a stationary ergodic stable process.
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Path properties of a class of locally asymptotically self similar processes
On sampling of stationary increment processes
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On extremal theory for self-similar processes
Possible sample paths of self-similar \(\alpha\)-stable processes
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BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
On discrete-time self-similar processes with stationary increments
Some results about the sample path properties of Markov processes with independent self-similar components
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Marginal distributions of self-similar processes with stationary increments
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Fractional differentiation in the self-affine case. I: Random functions
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On stable processes of bounded variation
Two classes of self-similar stable processes with stationary increments
Limit theorems for functionals of Gaussian vectors
Dimension properties of sample paths of self-similar processes
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Self-similar processes with stationary increments generated by point processes
Sample path properties of the average generation of a Bellman-Harris process

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