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Some self-similar processes related to local times

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  • Shieh, Narn-Rueih

Abstract

We construct some self-similar processes with continuous paths by using the local time on hyperplanes of a d-dimensional symmetric [alpha]-stable Lévy process, d [greater-or-equal, slanted] 2 and 1

Suggested Citation

  • Shieh, Narn-Rueih, 1995. "Some self-similar processes related to local times," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 213-218, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:3:p:213-218
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    References listed on IDEAS

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    1. Bass, Richard, 1984. "Joint continuity and representations of additive functionals of d-dimensional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 17(2), pages 211-227, July.
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