The singularity spectrum of Lévy processes in multifractal time (2007)
by
Julien Barral
,
Stéphane Seuret
| Citations: | 13 - 9 self |
BibTeX
@MISC{Barral07thesingularity,
author = {Julien Barral and Stéphane Seuret},
title = {The singularity spectrum of Lévy processes in multifractal time},
year = {2007}
}
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Abstract
The interest for multifractal stochastic processes is mainly motivated by the need for accurate models in the study of the variability of wild signals. These locally irregular signals come from physical phenomena such as fully developed turbulence, TCP Internet traffic, variations of financial prices, or heart beats.
