Limit theorems for multifractal products of geometric stationary processes (Q726752): Difference between revisions

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+Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
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+Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
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+Multifractal scaling of products of birth-death processes
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+Multifractal Products of Stationary Diffusion Processes
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+Simulation of multifractal products of Ornstein–Uhlenbeck type processes
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+Log-infinitely divisible multifractal processes
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+Processes of normal inverse Gaussian type
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+On exact scaling log-infinitely divisible cascades
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+Convergence of complex multiplicative cascades
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+Multifractal products of cylindrical pulses
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+Dynamics of Mandelbrot cascades
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+Forecasting multifractal volatility
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+Limit theorems for multifractal products of geometric stationary processes
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+Multifractal scenarios for products of geometric Lévy-based stationary models
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+The multifractal nature of Lévy processes
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+Positive martingales and random measures
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+A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS
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+\(L^p\)-variations for multifractal fractional random walks
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+Multifractal products of stochastic processes: construction and some basic properties
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+On the exponentials of fractional Ornstein-Uhlenbeck processes
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+On the multifractal spectrum of the branching measure on a Galton–Watson tree
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+Multifractal Cascade Dynamics and Turbulent Intermittency
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+Multifractal spectra of branching measure on a Galton-Watson tree
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