Article ID Journal Published Year Pages File Type
9519856 Comptes Rendus Mathematique 2005 4 Pages PDF
Abstract
The purpose of this Note is to construct a natural family of random processes and fields having a multifractal character. Such objects play a crucial rôle in modelling turbulence and financial markets. In the present first part we present a model of a field with symmetric increments. To cite this article: J. Duchon, R. Robert, C. R. Acad. Sci. Paris, Ser. I 341 (2005).
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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