Displaying similar documents to “Self-similar random fractal measures using contraction method in probabilistic metric spaces.”

Optimal transportation for multifractal random measures and applications

Rémi Rhodes, Vincent Vargas (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

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.