Optimal transportation for multifractal random measures and applications
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Publication:1943322
DOI10.1214/11-AIHP443zbMath1296.60130MaRDI QIDQ1943322
Publication date: 19 March 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1359470128
60E07: Infinitely divisible distributions; stable distributions
28A75: Length, area, volume, other geometric measure theory
60G57: Random measures
60G18: Self-similar stochastic processes
28A80: Fractals
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Gaussian multiplicative chaos and applications: a review, Levy multiplicative chaos and star scale invariant random measures
Cites Work
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- Optimal Transport