A class of multifractal processes constructed using an embedded branching process
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Publication:1931321
DOI10.1214/11-AAP834zbMath1270.60046arXiv1211.6599MaRDI QIDQ1931321
Geoffrey Decrouez, Owen Dafydd Jones
Publication date: 25 January 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.6599
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The Hausdorff spectrum of a class of multifractal processes, An Improved Test for Continuous Local Martingales
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