Self-similar processes and their applications

This volume contains some articles related to the conference Self-similar processes and their applications which took place in Angers, from the 20th to the 24th of July 2009. Self-similarity is the property which certain stochastic processes have of preserving their distribution under a time-scale change. This property appears in all areas of probability theory and offers a number of fields of application. The aim of this conference is to bring together the main representatives of different aspects of self-similarity currently being studied in order to promote exchanges on their recent research and enable them to share their knowledge with young researchers.

- Self-similar Markov processes.

- Matrix valued self-similar processes.

- Self-similarity, trees, branching and fragmentation.

- Fractional and multifractional processes

- Stochastic Löwner evolution

- Selfsimilarity in finance

The organization of the conference was achieved in cooperation with probabilists and statisticians from the research federation Mathématiques des Pays de la Loire. The ANR Géometrie différentielle stochastique et Auto-similarité, based at the University Toulouse III, and the franco-mexican project ECOS-Nord, Étude des processus markoviens auto-similaires also contributed to the organization.