Multifractal products of stationary diffusion processes


Autoria(s): Anh, Vo; Leonenko, Nikolai; Shieh, Narn-Rueih
Data(s)

2009

Identificador

http://eprints.qut.edu.au/42813/

Publicador

Taylor & Francis Inc.

Relação

DOI:10.1080/07362990802679091

Anh, Vo, Leonenko, Nikolai, & Shieh, Narn-Rueih (2009) Multifractal products of stationary diffusion processes. Stochastic Analysis and Applications, 27(3), pp. 475-499.

Fonte

Faculty of Science and Technology

Palavras-Chave #010406 Stochastic Analysis and Modelling #Multifractal Products, Multifractal Spectrum, Renyi Function, Stationary Diffusion
Tipo

Journal Article