Abstract

The works of Wolfe [27], Jurek and Vervaat [6], Sato and Yamazato [20], [21], Sato [16], and Jeanblanc, Pitman, and Yor [4] combined show that the following three classes have one-one correspondence with each other — the class of selfsimilar additive processes, the class of stationary Ornstein-Uhlenbeck type processes, and the class of homogeneous independently scattered random

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