Decorated stable $p$-adic self-similar processes with stationary increments

Abstract

We construct new classes of examples of self-similar processes with stationary increments indexed by $\mathbb Q_p$ via stable integrals. Classical constructions arise from the real counterpart and from discounted branching random walks. We discuss a new decoration technique that significantly enlarges these classes. The decoration technique makes use of the special symmetry of $\mathbb{Q}_p$ to obtain self-similarity and stationarity of increments, and it does not have an analogue on the real line. We also show that these enlarged classes of decorated processes are pairwise incomparable under inclusion.