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.
KeywordsGaussian Process Fractional Brownian Motion Wavelet Decomposition Linear Process Unconditional Basis
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