A class of asymptotically self-similar stable processes with stationary increments

DOI10.1016/j.spa.2014.07.014zbMath1329.60101OpenAlexW2110026652MaRDI QIDQ744230

Sami Umut Can

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.07.014

zbMATH Keywords

local timerandom walkcontinuous additive functionalstable processweak limitself-similar processfractional symmetric \(\alpha\)-stable motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Cites Work

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• A limit theorem related to a new class of self similar processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties

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