Possible sample paths of self-similar \(\alpha\)-stable processes

DOI10.1016/0167-7152(94)90109-0zbMath0802.60036OpenAlexW2041901729MaRDI QIDQ1324607

Gennady Samorodnitsky

Publication date: 15 December 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8932

zbMATH Keywords

self-similaritystable processesLévy motioncontinuous sample paths\(H\)-sssi processesnowhere bounded sample paths

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (2)

Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration ⋮ Path Properties of Dilatively Stable Processes and Singularity of Their Distributions

Cites Work

• Sample path properties of self-similar processes with stationary increments
• A limit theorem related to a new class of self similar processes
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