Spectral representation and structure of self-similar processes
Year of publication: |
1997
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Authors: | Burnecki, Krzysztof ; Rosinski, Jan ; Weron, Aleksander |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Self-similar process | Stable distribution | Lamperti transformation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in I.Karatzas, B.Rajput and M.Taqqu (eds.), Stochastic Processes and Related Topics, Birhauser, Boston (1998) 1-14. Number HSC/97/03 17 pages |
Source: |
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