Stable Non-Gaussian Self-Similar Processes with Stationary Increments - Vladas Pipiras - Bog

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity.