Multifractal Random Walks as Fractional Wiener Integrals

DOI10.1109/TIT.2009.2023708zbMath1367.60035OpenAlexW2145811138MaRDI QIDQ4975976

Vladas Pipiras, Laure Coutin, Patrice Abry, Pierre Chainais

Publication date: 8 August 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2009.2023708

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05)

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