Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201): Difference between revisions

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Property / author: Nikolai N. Leonenko / rank
 
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Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
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    Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (English)
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    16 February 2009
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    multifractal products
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    long-range dependence
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    geometric Ornstein-Uhlenbeck process
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    Lévy process
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    infinitely divisible distribution
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