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Self-similar processes and their applications

Abstract :

This volume contains some articles related to the conferenceSelf-similar processes and their applications which took place in Angers, from the 20th to the 24th of July 2009. Self-similarity is the property which certain stochastic processes have of preserving their distribution under a time-scale change. This property appears in all areas of probability theory and offers a number of fields of application. The aim of this conference is to bring together the main representatives of different aspects of self-similarity currently being studied in order to promote exchanges on their recent research and enable them to share their knowledge with young researchers.

Self-similar Markov processes.
Matrix valued self-similar processes.
Self-similarity, trees, branching and fragmentation.
Fractional and multifractional processes
Stochastic Löwner evolution
Selfsimilarity in finance

Document type :
Directions of work or proceedings
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Contributor : Okina Univ Angers Connect in order to contact the contributor
Submitted on : Wednesday, June 10, 2015 - 4:16:47 PM
Last modification on : Wednesday, October 20, 2021 - 3:18:54 AM


  • HAL Id : hal-01162482, version 1
  • OKINA : ua12443



Loïc Chaumont, Piotr Graczyk, Lioudmila Vostrikova-Jacod. Self-similar processes and their applications. SMF, pp.121, 2013, Séminaires et Congrès, 978-2-85629-365-2. ⟨hal-01162482⟩



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