- Prof. Vladas Pipiras – Statistics Department – University of North Carolina – Chapel Hill
- FCUL – DEIO – Bloco C/2 – Piso 2 – Sala 2.2.43 – 14:30
- Quinta-feira, 23 de Outubro de 2003
We will focus on stochastic processes which are self-similar, have stationary increments and whose finite-dimensional distributions are symmetric a-stable. It is known that, in the Gaussian case a=2, there is only one self-similar process with stationary increments, the so-called fractional Brownian motion. In contrast, in the non-Gaussian stable case a<2, there are infinitely many different self-similar stationary increments processes. We will discuss some recent results on a classification of such processes obtained by relating them to deterministic flows.