Elliptic self-similar stochastic processes

DOI10.4171/RMI/369zbMath1055.60037OpenAlexW4253256993MaRDI QIDQ1884103

Albert Benassi, Daniel Roux

Publication date: 25 October 2004

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/39674

zbMATH Keywords

wavelet basisintermittencyelliptic pseudo-differential operatorelliptic processespercolation treeregularity of sample pathsself-similar processes with stationary increments

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18)

Related Items (4)

Fractional Brownian fields over manifolds ⋮ Local and asymptotic properties of linear fractional stable sheets ⋮ Can continuous-time stationary stable processes have discrete linear representations? ⋮ Linear fractional stable sheets: Wavelet expansion and sample path properties

Cites Work

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• Old friends revisited: The multifractal nature of some classical functions
• Random walks and percolation on trees
• Gaussian and their subordinates self-similar random generalized fields
• Elliptic Gaussian random processes
• Ten Lectures on Wavelets

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