Fractals pp 33-45 | Cite as

Elliptic Self Similar Stochastic Processes

  • Albert Benassi
  • Daniel Roux
Conference paper


In this paper we define the elliptic stochastic processes for some constant coefficients pseudo differential operator and with respect to some stochastic measure. We characterize the elliptic processes which are with stationary increments and self-similar (SISS). We are doing this by a characterization of stochastic measures entering in the problem. We also give examples of SISS elliptic processes with non stable laws.


Gaussian Process Fractional Brownian Motion Wavelet Decomposition Linear Process Unconditional Basis 
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Copyright information

© Springer-Verlag London Limited 1999

Authors and Affiliations

  • Albert Benassi
    • 1
  • Daniel Roux
    • 1
  1. 1.Laboratoire de Mathématiques AppliquéesCNRS URA 1501Aubière cedexFrance

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