Intermittent random fields. II: Fields with asymmetric increments

DOI10.1016/j.crma.2005.06.021zbMath1115.60053OpenAlexW4253131684MaRDI QIDQ2565532

Jean Duchon, Raoul Robert

Publication date: 27 September 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.06.021

zbMATH Keywords

financial marketssymmetrical distributionmultifractal random fieldssymmetric and asymmetric incrementsturbulent dissipation of energy

Mathematics Subject Classification ID

Random fields (60G60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Auctions, bargaining, bidding and selling, and other market models (91B26) Fractals (28A80)