XLIII: 09, 221-239, LNM 2006 (2011)
MAROUBY, Matthieu
Simulation of a Local Time Fractional Stable Motion (Theory of processes)
Keywords: Stable processes, Self-similar processes, Shot noise series, Local times, Fractional Brownian motion, Simulation
Nature: Original

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XLIII: 21, 451-503, LNM 2006 (2011)
HIRSCH, Francis; PROFETA, Christophe; ROYNETTE, Bernard; YOR, Marc
Constructing self-similar martingales via two Skorokhod embeddings (Martingale theory)
Keywords: Skorokhod embeddings, Hardy-Littlewood functions, Convex order, Schauder fixed point theorem, Self-similar martingales, Karamata's representation theorem
Nature: Original

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XLIV: 13, 271-277, LNM 2046 (2012)
VUOLLE-APIALA, Juha
Time inversion property for rotation invariant self-similar diffusion processes (Theory of processes)
Keywords: Time inversion, Self-similar, Bessel processes, Diffusion processes, Rotation invariant, Skew product, Radial process
Nature: Original

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