scientific article; zbMATH DE number 1944330
From MaRDI portal
Publication:4407625
zbMath1060.28008MaRDI QIDQ4407625
Publication date: 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
waveletsfractional Brownian motionlong-range dependenceself-similar processesmultifractal analysisLévy flights
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Brownian motion (60J65) Large deviations (60F10) Self-similar stochastic processes (60G18) Fractals (28A80)
Related Items
Multifractal processes: definition, properties and new examples, A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms, \(p\)-exponent and \(p\)-leaders. I: Negative pointwise regularity, \(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis, On Measures Resisting Multifractal Analysis, The singularity spectrum of Lévy processes in multifractal time, Multifractal scaling of products of birth-death processes, Multifractal analysis of infinite products of stationary jump processes, Structure function and fractal dissipation for an intermittent inviscid dyadic model, Intermittency in the small-time behavior of Lévy processes, A class of multifractal processes constructed using an embedded branching process, Unimodal maps perturbed by heteroscedastic noise: an application to financial systems, 2-microlocal analysis of martingales and stochastic integrals, Criticisms of modelling packet traffic using long-range dependence (extended version), Multifractal analysis in a mixed asymptotic framework, On the estimation of the large deviations spectrum, \(L^p\)-variations for multifractal fractional random walks, Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes, On multifractal time subordination, An efficient and reliable quadrature algorithm for integration with respect to binomial measures, The Hausdorff spectrum of a class of multifractal processes, Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium, Singularity spectrum of generic \(\alpha \)-Hölder regular functions after time subordination, Multi-operator scaling random fields, Linearization effect in multifractal analysis: insights from the random energy model, Multifractality of products of geometric Ornstein-Uhlenbeck-type processes, Uniform convergence for complex [0,1-martingales], Convergence of complex multiplicative cascades, Limit theorems for multifractal products of geometric stationary processes, Multifractal Analysis of Multivariate Images Using Gamma Markov Random Field Priors, Diffusion on multifractals, BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES, On multifractality and time subordination for continuous functions, Wavelet leaders and bootstrap for multifractal analysis of images, A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades, Combining multifractal additive and multiplicative chaos, Renewal of singularity sets of random self-similar measures, Hausdorff and Fourier dimension of graph of continuous additive processes
