An extension of a functional equation of Poincaré and Mandelbrot

DOI10.4310/AJM.2002.V6.N1.A8MaRDI QIDQ700540zbMATHFDO

Authors Quansheng Liu

Publication date 22 October 2002

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

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)

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Cited in

(13)

• Moments for multidimensional Mandelbrot cascades
• The functional equation of the smoothing transform
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• Log-normal continuous cascade model of asset returns: aggregation properties and estimation
• Necessary and sufficient conditions for unique solution to functional equations of Poincaré type
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• Multifractal analysis in a mixed asymptotic framework
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• Étude théorique et numérique de la fonction de Karlin-McGregor

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