Multifractal stationary random measures and multifractal random walks with log infinitely divisible scaling laws.
Muzy JF, Bacry E.
Muzy JF, et al. Among authors: bacry e.
Phys Rev E Stat Nonlin Soft Matter Phys. 2002 Nov;66(5 Pt 2):056121. doi: 10.1103/PhysRevE.66.056121. Epub 2002 Nov 21.
Phys Rev E Stat Nonlin Soft Matter Phys. 2002.
PMID: 12513570
These processes generalize within a unified framework both the recently defined log-normal multifractal random walk [J.F. Muzy, J. Delour, and E. Bacry, Eur. J. Phys. B 17, 537 (2000), E. Bacry, J. Delour, and J.F. Muzy, Phys. Rev. E 64, 026103 …
These processes generalize within a unified framework both the recently defined log-normal multifractal random walk [J.F. Muzy, J. Delour, a …