The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multiplicative chaos of \(H=0\) fractional Brownian fields |
scientific article |
Statements
The multiplicative chaos of \(H=0\) fractional Brownian fields (English)
0 references
5 September 2022
0 references
fractional Brownian fields
0 references
Gaussian multiplicative chaos
0 references
log-correlated Gaussian fields
0 references
multifractal random walk
0 references
rough volatility
0 references
0 references
0 references
0 references
0 references
