\(L^p\)-variations for multifractal fractional random walks

DOI10.1214/07-AAP483zbMath1154.60029arXiv0806.2731OpenAlexW2091530834MaRDI QIDQ930681

Carenne Ludeña

Publication date: 1 July 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.2731

zbMATH Keywords

fractional Brownian motionlinearization effect\(L^p\)-variationsmultifractal random measuresmultifractal random walksscaling phenomena

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Point estimation (62F10) Other physical applications of random processes (60K40) Self-similar stochastic processes (60G18)

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