A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (Q2574134)
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scientific article; zbMATH DE number 2229969
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| English | A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades |
scientific article; zbMATH DE number 2229969 |
Statements
A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (English)
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17 November 2005
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The authors exhibit a class of statistically self-similar processes which include stable subordinators and Mandelbrot multiplicative cascades and which are examples of Lévy processes in multifractal time. Processes associated with general semi-stable laws are considered and a multifractal analysis of the stable Lévy subordinator in multifractal time is described.
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Lévy processes
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Mandelbrot cascades
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multifractal time
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0.834229588508606
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0.8066281080245972
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0.7678564190864563
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0.7648918032646179
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0.7625650763511658
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