Multifractal Products of Stationary Diffusion Processes

DOI10.1080/07362990802679091MaRDI QIDQ3633137zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, Narn-Rueih Shieh, Nikolai N. Leonenko

Publication date 17 June 2009

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990802679091

zbMATH Keywords

multifractal productmultifractal spectraRényi functionstationary diffusion

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Random measures (60G57) Diffusion processes (60J60)

Recommendations

• Multifractal products of diffusion processes and randomized scenario
• Multifractal scenarios for products of geometric Lévy-based stationary models
• Limit theorems for multifractal products of geometric stationary processes
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• Multifractality of products of geometric Ornstein-Uhlenbeck-type processes

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Cited in

(14)

• Rényi function for multifractal random fields
• Multifractal products of diffusion processes and randomized scenario
• Multifractal scenarios for products of geometric Lévy-based stationary models
• Detecting multifractal stochastic processes under heavy-tailed effects
• Simulation of multifractal products of Ornstein-Uhlenbeck type processes
• Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
• PRODUCT FRACTAL SETS DETERMINED BY STABLE PROCESSES
• Random fields with multifractional regularity order on heterogenous fractal domains
• Fractal geometry of Lévy-based spatial-temporal random fields
• Multifractal scaling of products of birth-death processes
• Multifractal analysis of infinite products of stationary jump processes
• Bat motion can be described by leap frogging
• Limit theorems for multifractal products of geometric stationary processes
• Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes

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