The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373): Difference between revisions

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The multiplicative chaos of \(H=0\) fractional Brownian fields
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    The multiplicative chaos of \(H=0\) fractional Brownian fields (English)
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    5 September 2022
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    fractional Brownian fields
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    Gaussian multiplicative chaos
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    log-correlated Gaussian fields
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    multifractal random walk
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    rough volatility
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