Functional Feynman-Kac equations for limit lognormal multifractals

DOI10.1007/S10955-007-9315-ZMaRDI QIDQ996850zbMATH OpenOpenAlexFDO

Authors D. Ostrovski

Publication date 19 July 2007

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-007-9315-z

zbMATH Keywords

long-range dependenceintermittencymultifractalsSelberg integralFeynman-KacSDSI

Mathematics Subject Classification ID

Fractals (28A80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical turbulence modeling (76F55)

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• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
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• On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
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Cited in

(8)

• Intermittency expansions for limit lognormal multifractals
• Mellin transform of the limit lognormal distribution
• Limit lognormal multifractal as an exponential functional
• Fractional Feynman-Kac equation with space-dependent anomalous exponent
• A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
• On the stochastic dependence structure of the limit lognormal process
• A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
• On the limit lognormal and other limit log-infinitely divisible laws

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