Séminaires et Congrès 2013; 121 pp; softcover Number: 28 ISBN13: 9782856293652 List Price: US$39 Member Price: US$31.20 Order Code: SECO/28
 This volume contains articles related to the conference SelfSimilar Processes and Their Applications, which took place in Angers from July 2024, 2009. Selfsimilarity is the property which certain stochastic processes have of preserving their distribution under a timescale 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 selfsimilarity currently being studied in order to promote exchanges on their recent research and enable them to share their knowledge with young researchers.  Selfsimilar Markov processes
 Matrix valued selfsimilar processes
 Selfsimilarity, trees, branching and fragmentation
 Fractional and multifractional processes
 Stochastic Löwner evolution
 Selfsimilarity 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 Autosimilarité, based at the University Toulouse III, and the FrancoMexican project ECOSNord, Étude des processus markoviens autosimilaires 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 selfsimiliar 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  Quasiselfsimilar 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
