Invariance properties of the negative binomial Levy process and stochastic self-similarity.
We study the concept of self-similarity with respect to stochastic time change. The negative binomial process (NBP) is an example of a family of random time transformations with respect to which stochastic self-similarity holds for certain stochastic processes. These processes include gamma process, geometric stable processes, Laplace motion, and fractional Laplace motion. We derive invariance pro
