Petr Lachout
Linear rescaling of the stochastic process

Comment.Math.Univ.Carolinae 33,2 (1992) 277-289.

Abstract:Discussion on the limits in distribution of processes $Y$ under joint rescaling of space and time is presented in this paper. The results due to Lamperti (1962), Weissman (1975), Hudson \& Mason (1982) and Laha \& Rohatgi (1982) are improved here.

Keywords: self-similar processes, convergence in distribution
AMS Subject Classification: Primary 60G99; Secondary 62E20, 60G10