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Multifractal products of diffusion processes and randomized scenario
Lund University, Lund, Sweden. (Statistics)
2011 (English)In: Bulletin of the Lviv University, Series in Mechanics & Mathematics, ISSN 2078-3744, no 74, p. 83-88Article in journal (Refereed) Published
Abstract [en]

We investigate the properties of multifractal products of the exponential of stationary diffusion processes defined by stochastic differential equations with linear drift and certain form of the diffusion coefficient corresponding to a variety of marginal distribution.

Place, publisher, year, edition, pages
Lviv, Ukraine: University of Lviv , 2011. no 74, p. 83-88
National Category
Probability Theory and Statistics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:oru:diva-54848OAI: oai:DiVA.org:oru-54848DiVA, id: diva2:1066895
Available from: 2017-01-19 Created: 2017-01-19 Last updated: 2017-10-18Bibliographically approved

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Mazur, Stepan

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CiteExportLink to record
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Citation style
  • apa
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