Abstract
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.
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© 1999 Springer-Verlag London Limited
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Benassi, A., Roux, D. (1999). Elliptic Self Similar Stochastic Processes. In: Dekking, M., Véhel, J.L., Lutton, E., Tricot, C. (eds) Fractals. Springer, London. https://doi.org/10.1007/978-1-4471-0873-3_3
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DOI: https://doi.org/10.1007/978-1-4471-0873-3_3
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1225-9
Online ISBN: 978-1-4471-0873-3
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