A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (Q2574134): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 08:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades |
scientific article |
Statements
A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (English)
0 references
17 November 2005
0 references
The authors exhibit a class of statistically self-similar processes which include stable subordinators and Mandelbrot multiplicative cascades and which are examples of Lévy processes in multifractal time. Processes associated with general semi-stable laws are considered and a multifractal analysis of the stable Lévy subordinator in multifractal time is described.
0 references
Lévy processes
0 references
Mandelbrot cascades
0 references
multifractal time
0 references
