This volume contains some articles related to the conferenceSelf-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 financ
