Pages that link to "Item:Q1416862"
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The following pages link to Log-infinitely divisible multifractal processes (Q1416862):
Displayed 50 items.
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble (Q317494) (← links)
- Liouville Brownian motion (Q317499) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field (Q343934) (← links)
- Gaussian multiplicative chaos and KPZ duality (Q382281) (← links)
- Random conformal weldings (Q416846) (← links)
- Critical Gaussian multiplicative chaos: convergence of the derivative martingale (Q465463) (← links)
- Gaussian multiplicative chaos and applications: a review (Q471970) (← links)
- On exact scaling log-infinitely divisible cascades (Q483309) (← links)
- Diffusion in planar Liouville quantum gravity (Q500799) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy (Q528286) (← links)
- Multifractal analysis of infinite products of stationary jump processes (Q609723) (← links)
- From constructive field theory to fractional stochastic calculus. I: An introduction: Rough path theory and perturbative heuristics (Q639266) (← links)
- On the estimation of the large deviations spectrum (Q648136) (← links)
- Dimension result and KPZ formula for two-dimensional multiplicative cascade processes (Q662422) (← links)
- From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\) (Q664318) (← links)
- Linearization effect in multifractal analysis: insights from the random energy model (Q720688) (← links)
- Limit theorems for multifractal products of geometric stationary processes (Q726752) (← links)
- Mellin transform of the limit lognormal distribution (Q842463) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Basic properties of critical lognormal multiplicative chaos (Q888526) (← links)
- \(L^p\)-variations for multifractal fractional random walks (Q930681) (← links)
- Random curves by conformal welding (Q960987) (← links)
- On the limit lognormal and other limit log-infinitely divisible laws (Q963312) (← links)
- Gaussian multiplicative chaos revisited (Q964779) (← links)
- Multifractal analysis of complex random cascades (Q981722) (← links)
- Uniform convergence for complex [0,1]-martingales (Q990376) (← links)
- Convergence of complex multiplicative cascades (Q990377) (← links)
- Functional Feynman-Kac equations for limit lognormal multifractals (Q996850) (← links)
- Hydrodynamic turbulence and intermittent random fields (Q1006309) (← links)
- Confidence intervals for the scaling function of multifractal random walks (Q1017815) (← links)
- The multifractal random walk as pathwise stochastic integral: construction and simulation (Q1745273) (← links)
- A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures (Q1745372) (← links)
- Densities of some Poisson \(\mathbf T\)-martingales and random covering numbers (Q1876804) (← links)
- A class of multifractal processes constructed using an embedded branching process (Q1931321) (← links)
- Virtual super resolution of scale invariant textured images using multifractal stochastic processes (Q1932817) (← links)
- Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise (Q1938799) (← links)
- Optimal transportation for multifractal random measures and applications (Q1943322) (← links)
- Lognormal \(\star\)-scale invariant random measures (Q1950382) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Multifractal analysis in a mixed asymptotic framework (Q1958499) (← links)
- Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint (Q1990028) (← links)
- Multifractal point processes and the spatial distribution of wildfires in French Mediterranean regions (Q2066243) (← links)
- Dynamical fractional and multifractal fields (Q2067202) (← links)
- The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model (Q2070629) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- The distribution of Gaussian multiplicative chaos on the unit interval (Q2179600) (← links)