Some self-similar processes related to local times

Narn-Rueih Shieh

Statistics & Probability Letters, 1995, vol. 24, issue 3, 213-218

Abstract: We construct some self-similar processes with continuous paths by using the local time on hyperplanes of a d-dimensional symmetric [alpha]-stable Lévy process, d [greater-or-equal, slanted] 2 and 1

Keywords: Self-similar; processes; Local; times; Lévy; processes; Gaussian; white; noise (search for similar items in EconPapers)
Date: 1995
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