论文信息 - A remark on self‐similar processes with stationary increments

A remark on self‐similar processes with stationary increments

The upper bound of the parameter of self-similar processes with stationary increments is given in terms of the moment condition. On calcule le majorant du parametre de processus autosimilaires a accroissements stationnaires en termes d'une condition sur les moments.

Makoto Maejima

[1] W. Vervaat. Sample Path Properties of Self-Similar Processes with Stationary Increments , 1985 .

[2] George L. O'Brien,et al. Marginal distributions of self-similar processes with stationary increments , 1983 .