Diffusions of multiplicative cascades
DOI10.1016/j.spa.2013.10.007zbMath1284.82031arXiv1205.2413MaRDI QIDQ2434759
Publication date: 7 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.2413
60G42: Martingales with discrete parameter
60J65: Brownian motion
82D60: Statistical mechanics of polymers
82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics
82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
82B20: Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics
82B27: Critical phenomena in equilibrium statistical mechanics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- KPZ in one dimensional random geometry of multiplicative cascades
- Multifractal dimensions and scaling exponents for stronlgy bounded random cascades
- Sur certaines martingales de Benoit Mandelbrot
- The Sherrington-Kirkpatrick model of spin glasses and stochastic calculus: The high temperature case
- Multiplicative cascades: Dimension spectra and dependence
- On Markov-Mandelbrot martingales
- Limit theorems for Mandelbrot's multiplicative cascades.
- On the stochastic calculus method for spins systems
- Statistical estimation for multiplicative cascades.
- Fluctuations of the free energy in the REM and the \(p\)-spin SK models
- A model of continuous time polymer on the lattice
- Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
- Martingale convergence in the branching random walk
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Continuity of the multifractal spectrum of a random statistically self-similar measure