Moments, continuity, and multifractal analysis of Mandelbrot martingales
DOI10.1007/S004400050217zbMATH Open0936.60045OpenAlexW2049628118MaRDI QIDQ1291956FDOQ1291956
Authors: Julien Barral 
Publication date: 9 May 2000
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050217
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multifractal analysis[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=local+H%EF%BF%BD%EF%BF%BDlder+exponent&go=Go local H��lder exponent]Mandelbrot martingale
Large deviations (60F10) Geometric probability and stochastic geometry (60D05) Random measures (60G57) Length, area, volume, other geometric measure theory (28A75)
Cited In (31)
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- Limit theorems for multiplicative cascades in a random environment
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- Moments for multidimensional Mandelbrot cascades
- A class of multifractal processes constructed using an embedded branching process
- Multifractal analysis of Gaussian multiplicative chaos and applications
- Convergence of complex multiplicative cascades
- On the multifractal analysis of a non-standard branching random walk
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
- Dimension result and KPZ formula for two-dimensional multiplicative cascade processes
- Projections of planar Mandelbrot random measures
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