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• W1488753658 abstract "In this paper we establish a spectral representation of any symmetric stable self-similar process in terms of multiplicative flows and cocycles. A structure of this class of self-similar processes is studied. Applying the Lamperti transformation, we obtain a unique decomposition of a symmetric stable self-similar process into three independent parts: mixed fractional motion, harmonizable and evanescent. This decomposition is illustrated by graphical presentation of corresponding kernels of their spectral representations." @default.
• W1488753658 created "2016-06-24" @default.
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• W1488753658 date "1998-01-01" @default.
• W1488753658 modified "2023-10-16" @default.
• W1488753658 title "Spectral Representation and Structure of Stable Self-Similar Processes" @default.
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• W1488753658 doi "https://doi.org/10.1007/978-1-4612-2030-5_1" @default.
• W1488753658 hasPublicationYear "1998" @default.
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