The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Unfortunately, we do not yet have an article page for this item.
scientific article; zbMATH DE number 7581749
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The multiplicative chaos of \(H=0\) fractional Brownian fields |
scientific article; zbMATH DE number 7581749 |
Statements
The multiplicative chaos of \(H=0\) fractional Brownian fields (English)
0 references
5 September 2022
0 references
fractional Brownian fields
0 references
Gaussian multiplicative chaos
0 references
log-correlated Gaussian fields
0 references
multifractal random walk
0 references
rough volatility
0 references
0 references
0 references
0 references
0 references
0.8099315166473389
0 references
0.7491466403007507
0 references
0.726735532283783
0 references
0.7260830998420715
0 references
0.7258710861206055
0 references
