# Selfsimilar Additive Processes and Stationary Ornstein–Uhlenbeck Type Processes

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## Abstract

Selfsimilar processes on \(\mathbb {R}^{d}\) are those stochastic processes whose finite-dimensional distributions are such that any change of time scale has the same effect as some change of spatial scale. Under the condition of stochastic continuity and non-zero, the relation of the two scale changes is expressed by a positive number *c* called exponent. A Lévy process is selfsimilar if and only if it is strictly stable.

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