Some self-similar processes related to local times

DOI10.1016/0167-7152(94)00173-6zbMath0833.60045OpenAlexW2054226528MaRDI QIDQ1903159

Narn-Rueih Shieh

Publication date: 14 March 1996

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

Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/183981/1/18.pdf

zbMATH Keywords

Lévy processesGaussian white noiselocal timesself-similar processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (2)

The extremes of random walks in random sceneries ⋮ A self-similar process arising from a random walk with random environment in random scenery

Cites Work

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• Joint continuity and representations of additive functionals of d- dimensional Brownian motion
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Joint continuity of the local times of Markov processes
• A limit theorem related to a new class of self similar processes
• Strongly correlated random fields as observed by a random walker
• Semi-Stable Stochastic Processes

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