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Self-Similar Processes and Their Applications
Edited by: Loïc Chaumont, Piotr Graczyk, and Lioudmila Vostrikova, Université d'Angers, France
A publication of the Société Mathématique de France.
cover
Séminaires et Congrès
2013; 121 pp; softcover
Number: 28
ISBN-13: 978-2-85629-365-2
List Price: US$39
Member Price: US$31.20
Order Code: SECO/28
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This volume contains articles related to the conference Self-Similar Processes and Their Applications, which took place in Angers from July 20-24, 2009. Self-similarity is the property which certain stochastic processes have of preserving their distribution under a time-scale change. This property appears in all areas of probability theory and offers a number of fields of application.

The aim of this conference is to bring together the main representatives of different aspects of self-similarity currently being studied in order to promote exchanges on their recent research and enable them to share their knowledge with young researchers.

  • Self-similar Markov processes
  • Matrix valued self-similar processes
  • Self-similarity, trees, branching and fragmentation
  • Fractional and multifractional processes
  • Stochastic Löwner evolution
  • Self-similarity in finance

The organization of the conference was achieved in cooperation with probabilists and statisticians from the research federation Mathématiques des Pays de la Loire. The ANR Géometrie différentielle stochastique et Auto-similarité, based at the University Toulouse III, and the Franco-Mexican project ECOS-Nord, Étude des processus markoviens auto-similaires also contributed to the organization.

A publication of the Société Mathématique de France, Marseilles (SMF), distributed by the AMS in the U.S., Canada, and Mexico. Orders from other countries should be sent to the SMF. Members of the SMF receive a 30% discount from list.

Readership

Graduate students and research mathematicians interested in self-similiar processes.

Table of Contents

  • K. Falconer -- Localisable, multifractional and multistable processes
  • A. Echelard, J. L. Véhel, and C. Tricot -- A unified framework for \(2\)-microlocal and large deviation spectra
  • M. Maejima and Y. Ueda -- Quasi-selfsimilar additive processes
  • P.-O. Amblard, J.-F. Coeurjolly, F. Lavancier, and A. Philippe -- Basic properties of the multivariate fractional Brownian motion
  • J. B. Levy and M. S. Taqqu -- On the codifference of linear fractional stable motion
  • M. Yor -- On weak and strong Brownian filtrations: definitions and examples
  • A. Program
  • B. List of participants
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