Limit lognormal multifractal as an exponential functional

DOI10.1023/B:JOSS.0000041726.07161.46zbMath1116.82016OpenAlexW1998215070MaRDI QIDQ2501510

Dmitrii M. Ostrovskii

Publication date: 11 September 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joss.0000041726.07161.46

zbMATH Keywords

Laplace transformBrownian motionFeynman-Kac formulaexponential functionalmultifractalMandelbrot star equationlimit log-infinitely divisiblelimit lognormal

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Fractals (28A80) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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