Coupled uncertainty provided by a multifractal random walker
نویسندگان
چکیده
منابع مشابه
A multifractal random walk
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are very attractive alternative processes to classical cascade-like multifractal models since they do not involve any particular scale ratio. The MRWs are indexed b...
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ژورنال
عنوان ژورنال: Physics Letters A
سال: 2015
ISSN: 0375-9601
DOI: 10.1016/j.physleta.2015.07.044