Presentación | Participantes | Bibliografía (DML-E) | Bibliografía adicional | Enlaces de interés | Otros proyectos DML | Ayuda
INICIO |
27 de julio de 2024
Elliptic self-similar stochastic processes.
| Título inglés | Elliptic self-similar stochastic processes. |
|---|---|
| Título español | Procesos estocásticos autosimilares elípticos. |
| Autor/es | Benassi, Albert ; Roux, Daniel |
| Organización | LaMP CNRS UPRESA Univ. Blaise Pascal, Aubière, Francia;LMA CNRS UMR Univ. Blaise Pascal, Aubière, Francia |
| Revista | 0213-2230 |
| Publicación | 2003, 19(3): 767-796, 16 Ref. |
| Tipo de documento | articulo |
| Idioma | Inglés |
| Resumen inglés | Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solution of the stochastic problem LX = M, X(O) = O when some homogeneity and integrability conditions are assumed. If M is a Gaussian measure the process X belongs to the class of Elliptic Gaussian Processes which has already been studied. Here the law of M is not necessarily Gaussian. We characterize the solutions X which are self-similar and with stationary increments in terms of the driving mcasure M. Then we use appropriate wavelet bases to expand these solutions and we give regularity results. In the last section it is shown how a percolation forest can help with constructing a self-similar Elliptic Process with non stable law. |
| Clasificación UNESCO | 120808 |
| Palabras clave español | Procesos estocásticos ; Operadores pseudodiferenciales ; Operadores elípticos ; Ondículas |
| Código MathReviews | MR2053563 |
| Código Z-Math | Zbl 1055.60037 |
 Acceso al artículo completo |
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