A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (Q2574134)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades |
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A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (English)
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17 November 2005
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The authors exhibit a class of statistically self-similar processes which include stable subordinators and Mandelbrot multiplicative cascades and which are examples of Lévy processes in multifractal time. Processes associated with general semi-stable laws are considered and a multifractal analysis of the stable Lévy subordinator in multifractal time is described.
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Lévy processes
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Mandelbrot cascades
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multifractal time
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