Fractional multiplicative processes

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 45, Issue 4, 2009, Pages 1116-1129

  Barral, Julien ^a   Mandelbrot, BenoÎt ^b  

^a INRIA ROCQUENCOURT   (France)

^b YALE UNIVERSITY   (United States)

Author keywords

Brownian motion; Central limit theorem; Fractals; Hausdorff dimension; Laws stable under random weighted mean; Martingales; Random functions

Indexed keywords

EID: 77952382923     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/08-AIHP198     Document Type: Article

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