Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (Q4932831)
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scientific article; zbMATH DE number 5796807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting |
scientific article; zbMATH DE number 5796807 |
Statements
Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (English)
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7 October 2010
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multifractal analysis
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multifractal random walk
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Brownian motion in multifractal time
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scaling exponent
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