Multifractal Products of Stationary Diffusion Processes

DOI10.1080/07362990802679091zbMath1178.60038OpenAlexW1995119361MaRDI QIDQ3633137

Narn-Rueih Shieh, V. V. Anh, Nikolai N. Leonenko

Publication date: 17 June 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802679091

zbMATH Keywords

multifractal spectrastationary diffusionRényi functionmultifractal product

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Diffusion processes (60J60) Sample path properties (60G17) Random measures (60G57)

Related Items (8)

Multifractal scenarios for products of geometric Lévy-based stationary models ⋮ Detecting multifractal stochastic processes under heavy-tailed effects ⋮ Multifractal scaling of products of birth-death processes ⋮ Bat motion can be described by leap frogging ⋮ Random Fields with Multifractional Regularity Order on Heterogenous Fractal Domains ⋮ FRACTAL GEOMETRY OF LÉVY-BASED SPATIAL-TEMPORAL RANDOM FIELDS ⋮ Limit theorems for multifractal products of geometric stationary processes ⋮ RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS

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