Multifractal analysis of a class of additive processes with correlated non-stationary increments.

Barral, Julien, and Lévy Véhel, Jacques. "Multifractal analysis of a class of additive processes with correlated non-stationary increments.." Electronic Journal of Probability [electronic only] 9 (2004): 508-543. <http://eudml.org/doc/126448>.

@article{Barral2004,
author = {Barral, Julien, Lévy Véhel, Jacques},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {multifractal processes; Hölder singularities; Hausdorff dimension; spectrum of singularities; Lévy processes; internet traffic control protocol},
language = {eng},
pages = {508-543},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Multifractal analysis of a class of additive processes with correlated non-stationary increments.},
url = {http://eudml.org/doc/126448},
volume = {9},
year = {2004},
}

TY - JOUR
AU - Barral, Julien
AU - Lévy Véhel, Jacques
TI - Multifractal analysis of a class of additive processes with correlated non-stationary increments.
JO - Electronic Journal of Probability [electronic only]
PY - 2004
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 9
SP - 508
EP - 543
LA - eng
KW - multifractal processes; Hölder singularities; Hausdorff dimension; spectrum of singularities; Lévy processes; internet traffic control protocol
UR - http://eudml.org/doc/126448
ER -