Sample path properties of self-similar processes with stationary increments

DOI10.1214/aop/1176993063zbMath0555.60025OpenAlexW1972005614MaRDI QIDQ760709

Wim Vervaat

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993063

zbMATH Keywords

self-similaritystationary incrementslocally bounded variationcomposition of independent processessubordination of random measures to point processes

Mathematics Subject Classification ID

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

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