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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2002-28
August 2002

Multi-self-similar Markov processes on $\mathbb{R}^{n}_{+}$ and their Lamperti representations


Martin Jacobsen

Marc Yor

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This paper has now been published in Prob. Theory Rel. Fields 126 (2003), pp 1-28.