SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

International Journal of Modern Physics B

Volumn 14, Issue 12-13, 2000, Pages 1399-1420

An introduction to the theory of self-similar stochastic processes

(2) Embrechts, Paul a Maejima, Makoto b

a ETH ZURICH (Switzerland)

b KEIO UNIVERSITY (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

ARTICLE; CALCULATION; MATHEMATICS; PHYSICS; PROBABILITY; STATISTICS; THEORY;

EID: 0034732768 PISSN: 02179792 EISSN: None Source Type: Journal
DOI: 10.1016/S0217-9792(00)00104-7 Document Type: Article

Times cited : (49)

References (54)

1
- 0008111818
- Stochastic Simulation with a View Towards Stochastic Processes, book manuscript
- (1999)
- Asmussen, S.¹

2
- 0000835875
- (1988) Probab. Th. Rel. Fields , vol.79 , pp. 543
- Barlow, M.T.¹ Perkins, E.A.²

3
- 0002443909
- (1998) Finance and Stochast. , vol.2 , pp. 41
- Barndorff-Nielsen, O.¹

4
- 0008020838
- Research Rep. No. 1 (MaPhySto, University of Aarhus)
- (1998)
- Barndorff-Nielsen, O.¹ Perez-Abreu, V.²

5
- 0008019959
- Statistics for Long-Memory Processes (Chapman and Hall)
- (1994)
- Beran, J.¹

6
- 0008065484
- Regular Variation (Cambridge University Press)
- (1987)
- Bingham, N.H.¹ Goldie, C.M.² Teugels, J.L.³

7
- 0000323474
- (1983) J. Multivar. Anal. , vol.13 , pp. 425
- Breuer, P.¹ Major, P.²

8
- 0002810030
- Long-range dependence, a review
- Statistics, An Appraisal, eds. H. A. David and H. T. David (Iowa State Univ. Press)
- (1984) , pp. 55-74
- Cox, D.R.¹

9
- 0002566869
- Automodel generalized random fields and their renormalization group
- Multicomponent Random Systems, eds. R. L. Dobrushin and Ya. G. Sinai, (Dekker)
- (1980) , pp. 153-198
- Dobrushin, R.L.¹

10
- 13844294706
- (1979) Z. Wahrsch. Verw. Geb. , vol.50 , pp. 27
- Dobrushin, R.L.¹ Major, P.²

11
- 0008065485
- Modelling Extremal Events for Insurance and Finance (Springer)
- (1997)
- Embrechts, P.¹ Klupperberg, C.² Mikosch, T.³

12
- 4243920971
- Self-similar processes
- in preparation
- (2000)
- Embrechts, P.¹ Maejima, M.²

13
- 0001186590
- (1979) Ann. Probab. , vol.7 , pp. 864
- Getoor, R.K.¹

14
- 51249172022
- (1985) Z. Wahrsch. Verw. Geb. , vol.70 , pp. 191
- Giraitis, L.¹ Surgailis, D.²

15
- 0001582569
- Random walks and diffusions on fractals
- Percolation Theory and Ergodic Theory of Infinite Particle Systems (ed. H. Kesten) IMA Vol. Math. Appl. 8 (Springer-Verlag)
- (1987) , pp. 121-128
- Goldstein, S.¹

16
- 0008019215
- An Introduction to the Theory of Numbers, 5th edn. (Oxford University Press)
- (1979)
- Hardy, G.H.¹ Wright, E.M.²

17
- 84972503912
- (1951) J. Math. Soc. Japan , vol.3 , pp. 157
- Ito, K.¹

18
- 0002553114
- (1997) Ann. Mariae Curie-Sklodowska Lublin-Polonia, Section A , vol.51 , pp. 93
- Jurek, Z.¹

19
- 0001059283
- (1988) Stoch. Proc. Appl. , vol.30 , pp. 329
- Kasahara, Y.¹ Maejima, M.² Vervaat, W.³

20
- 0002456153
- (1979) Z. Wahrsch. Verw. Geb. , vol.50 , pp. 5
- Kesten, H.¹ Spitzer, F.²

21
- 0001187166
- (1940) C. R. (Doklady) Acad. Sci. USSR (NS) , vol.26 , pp. 115
- Kolmogorov, A.N.¹

22
- 0008019216
- Talk at a seminar on self-similar processes, Nagoya Institute of Technology
- (1984)
- Kono, N.¹

23
- 4243993421
- Self-similar stable processes with stationary increments
- Stable Processes and Related Topics, eds. S. Cambanis et al. (Birkhauser)
- (1991) , pp. 265-295
- Kono, N.¹ Maejima, M.²

24
- 0002070668
- A diffusion process on a fractal
- Probabilistic Methods in Mathematical Physics, Proceedings Taniguchi Symposium, Katata 1985, eds. K. Ito and N. Ikeda (Kinokuniya-North Holland)
- (1987) , pp. 251-274
- Kusuoka, S.¹

25
- 84968515060
- (1962) Trans. Amer. Math. Soc. , vol.104 , pp. 62
- Lamperti, J.W.¹

26
- 0008110359
- (1983) Z. Wahrsch. Verw. Geb. , vol.62 , pp. 235
- Maejima, M.¹

27
- 84988050333
- (1986) Canadian J. Statist. , vol.14 , pp. 81
- Maejima, M.¹

28
- 0003341910
- (1994) Stoch. Proc. Appl. , vol.54 , pp. 139
- Maejima, M.¹ Mason, J.D.²

29
- 0033440269
- (1999) J. Theor. Prob. , vol.12 , pp. 347
- Maejima, M.¹ Sato, K.²

30
- 0008061839
- (1999) Yokohama Math. J. , vol.47 , pp. 93
- Maejima, M.¹ Sato, K.² Watanabe, T.³

31
- 0008068755
- Multiple Wiener-Ito Integrals, Lecture Notes in Math. No. 849 (Springer-Verlag)
- (1981)
- Major, P.¹

32
- 0008065152
- Fractals and Scaling in Finance: Discontinuity, Concentrations, Risk (Springer-Verlag)
- (1997)
- Mandelbrot, B.B.¹

33
- 0000501589
- (1968) SIAM Rev. , vol.10 , pp. 422
- Mandelbrot, B.B.¹ Van Ness, J.W.²

34
- 0008107415
- Nonlinear functionals of Gaussian stationary processes and their applications, Lecture Notes in Math. No. 550 (Springer-Verlag)
- (1976) , pp. 375-378
- Maruyama, G.¹

35
- 0008066117
- Applications of Wiener Expansion to Limit Theorems, Sem. on Probab. vol. 49, Kakuritsuron Seminar (in Japanese)
- (1980)
- Maruyama, G.¹

36
- 0001714525
- (1999) Bernoulli , vol.5 , pp. 571
- Norros, I.¹ Valkeila, E.² Virtamo, J.³

37
- 0000948585
- (1983) Z. Wahrsch. Verw. Geb. , vol.64 , pp. 129
- O'Brien, G.L.¹ Vervaat, W.²

38
- 0002605356
- (1956) Proc. Nat. Acad. Sci. U.S.A. , vol.42 , pp. 43
- Rosenblatt, M.¹

39
- 0008065487
- Proc. 4th Berkeley Sympos. Math. Statist. Prob. (Univ. of California Press, Berkeley)
- (1961) , pp. 411-443
- Rosenblatt, M.¹

40
- 0001375407
- (1990) J. Multivar. Anal. , vol.35 , pp. 308
- Samorodnitsky, G.¹ Taqqu, M.S.²

41
- 0008110683
- Stable Non-Gaussian Processes (Chapman and Hall)
- (1994)
- Samorodnitsky, G.¹ Taqqu, M.S.²

42
- 0000154680
- (1980) J. Multivar. Anal. , vol.10 , pp. 207
- Sato, K.¹

43
- 0001027466
- (1991) Prob. Theo. Rel. Fields , vol.89 , pp. 285
- Sato, K.¹

44
- 0002709036
- (1976) Theo. Prob. Appl. , vol.21 , pp. 63
- Sinai, Ya.G.¹

45
- 0000249237
- (1995) Ann. Prob. , vol.23 , pp. 767
- Talagrand, M.¹

46
- 0032263347
- (1998) Prob. Theo. Rel. Fields , vol.112 , pp. 545
- Talagrand, M.¹

47
- 34250409798
- (1975) Z. Wahrsch. Verw. Geb. , vol.31 , pp. 287
- Taqqu, M.S.¹

48
- 0001915941
- (1979) Z. Wahrsch. Verw. Geb. , vol.50 , pp. 53
- Taqqu, M.S.¹

49
- 4243722666
- Self-similar processes and related ultraviolet and infrared catastrophes
- Random Fields: Rigorous Results in Statistical Mechanics and Quantum Field Theory, Colloquia Mathematica Societatis Janos Bolya
- (1981) , vol.27 , Issue.2 , pp. 1027-1096
- Taqqu, M.S.¹

50
- 0008062722
- (1983) Z. Wahrsch. Verw. Geb. , vol.62 , pp. 53
- Taqqu, M.S.¹ Wolpert, R.²

51
- 0003556336
- July 1997
- (1997) Physics World , pp. 42
- Tsallis, C.¹

52
- 0002897750
- (1985) Ann. Prob. , vol.13 , pp. 1
- Vervaat, W.¹

53
- 33749100548
- (1997) Math. Proc. Cambridge Philos. Soc. , vol.122 , pp. 565
- Xiao, Y.¹

54
- 0000060868
- (1998) Stoch. Proc. Appl. , vol.74 , pp. 251
- Xiao, Y.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.