Functional Feynman-Kac equations for limit lognormal multifractals

DOI10.1007/s10955-007-9315-zzbMath1115.82026OpenAlexW2093019518MaRDI QIDQ996850

Dmitrii M. Ostrovskii

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1007/s10955-007-9315-z

zbMATH Keywords

long-range dependencemultifractalsintermittencySelberg integralFeynman-KacSDSI

Mathematics Subject Classification ID

Statistical turbulence modeling (76F55) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fractals (28A80)

Related Items (7)

Mellin transform of the limit lognormal distribution ⋮ Fractional Feynman-Kac equation with space-dependent anomalous exponent ⋮ Intermittency expansions for limit lognormal multifractals ⋮ ON THE STOCHASTIC DEPENDENCE STRUCTURE OF THE LIMIT LOGNORMAL PROCESS ⋮ A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures ⋮ On the limit lognormal and other limit log-infinitely divisible laws ⋮ A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications

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