Etude de certains processus autosimilaires et applications – Autosimilaires
In this project we study the following classes of selfsimilar processes: 1. Matrix squared Bessel processes, called Wishart processes 2. stable processes on spaces of dimension d and Ornstein--Uhlenbeck stable processes 3. study of fine properties of self-similar Markov processes The scientific program is composed of 8 research tasks.
Project coordination
The author of this summary is the project coordinator, who is responsible for the content of this summary. The ANR declines any responsibility as for its contents.
Partnership
Help of the ANR 190,000 euros
Beginning and duration of the scientific project:
- 0 Months