An extension of a functional equation of Poincaré and Mandelbrot

DOI10.4310/AJM.2002.V6.N1.A8zbMATH Open1015.60006MaRDI QIDQ700540FDOQ700540

Quansheng Liu

Publication date: 22 October 2002

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic propertiesBellman-Harris processesGalton-Watson processesbranching random walksmultiplicative cascadesMandelbrot functional equationPoincaré functional equation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (12)

• Log-normal continuous cascade model of asset returns: aggregation properties and estimation
• Multifractal analysis in a mixed asymptotic framework
• Title not available (Why is that?)
• The functional equation of the smoothing transform
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• On a Pitman-Yor problem
• Continuous cascade models for asset returns
• Convergence of complex multiplicative cascades
• Extreme values and fat tails of multifractal fluctuations
• Necessary and sufficient conditions for unique solution to functional equations of Poincaré type
• Étude théorique et numérique de la fonction de Karlin-McGregor

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