Multifractal products of cylindrical pulses

DOI10.1007/s004400200220zbMath1014.60042OpenAlexW3121850069MaRDI QIDQ1864419

Publication date: 18 March 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400200220

zbMATH Keywords

multifractal analysis random measures cylindrical pulses measure-valued martingales self-similar Poisson point processes

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random measures (60G57) Self-similar stochastic processes (60G18) Fractals (28A80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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