Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (Q2862998)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) |
scientific article; zbMATH DE number 6231166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) |
scientific article; zbMATH DE number 6231166 |
Statements
20 November 2013
0 references
infinitely divisible cascades
0 references
fractional Brownian motion
0 references
multifractal random walks
0 references
scaling properties
0 references
Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (English)
0 references
