Multidimensional multifractal random measures.
A local limit theorem for directed polymers in random media : the continuous and the discrete case
KPZ formula for log-infinitely divisible multifractal random measures
We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in [E. Bacry et al. 236 (2003) 449–475]. If is a non degenerate multifractal measure with associated metric () = ([]) and structure function ζ, we show that we have the following relation between the (Euclidian) Hausdorff dimension dim of a measurable set and the Hausdorff dimension dim with respect to of the same set: ζ(dim ()) = dim(). Our results can be...
Optimal transportation for multifractal random measures and applications
In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metrics, the volume forms of which coincide with the multifractal random measures.
KPZ formula for log-infinitely divisible multifractal random measures
We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in [E. Bacry et al. (2003) 449–475]. If is a non degenerate multifractal measure with associated metric () = ([]) and structure function ζ, we show that we have the following relation between the (Euclidian) Hausdorff dimension dim of a measurable set and the Hausdorff dimension dim with respect to of the same set: ζ(dim ()) = dim(). Our results...
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