Multifractality of jump diffusion processes

DOI10.1214/17-AIHP864zbMath1417.60074arXiv1502.03938OpenAlexW2962752707WikidataQ129084290 ScholiaQ129084290MaRDI QIDQ1633915

Xiaochuan Yang

Publication date: 21 December 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.03938

zbMATH Keywords

stochastic differential equationsMarkov processesmultifractalsjump diffusionsHausdorff dimensions

Mathematics Subject Classification ID

Related Items (3)

The Frisch-Parisi conjecture. I: Prescribed multifractal behavior, and a partial solution ⋮ A survey on prescription of multifractal behavior ⋮ Hausdorff dimension, heavy tails, and generalization in neural networks*

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