Multifractal Products of Stationary Diffusion Processes
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Publication:3633137
DOI10.1080/07362990802679091zbMath1178.60038MaRDI QIDQ3633137
Narn-Rueih Shieh, V. V. Anh, Nikolai N. Leonenko
Publication date: 17 June 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802679091
60G10: Stationary stochastic processes
60J60: Diffusion processes
60G17: Sample path properties
60G57: Random measures
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