Multifractal analysis of a class of additive processes with correlated non-stationary increments.
Differentiability of multiplicative processes related to branching random walks
Poissonian products of random weights: uniform convergence and related measures.
Fractional multiplicative processes
Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the -adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each ∈(0, 1) the martingale ( ) obtained when the weights take the values...
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