Convergence of the structure function of a multifractal random walk in a mixed asymptotic setting (Q4932831)
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scientific article; zbMATH DE number 5796807
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| English | Convergence of the structure function of a multifractal random walk in a mixed asymptotic setting |
scientific article; zbMATH DE number 5796807 |
Statements
Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (English)
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7 October 2010
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multifractal analysis
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multifractal random walk
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Brownian motion in multifractal time
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scaling exponent
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0.7959506511688232
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0.7774341106414795
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0.7618227005004883
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0.7614685893058777
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0.7607211470603943
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