The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multiplicative chaos of \(H=0\) fractional Brownian fields |
scientific article |
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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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