Abstract
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.
| Original language | Other |
|---|---|
| Pages | 83-88 |
| No. | 74 |
| Specialist publication | Bulletin of the Lviv University, Series in Mechanics & Mathematics |
| Publisher | L'vivs'kyi Natsional'nyi Universytet imeni Ivana Franka. Mekhaniko-Matematychnyi Fakul'tet |
| Publication status | Published - 2011 |
| Externally published | Yes |
Subject classification (UKÄ)
- Probability Theory and Statistics
Free keywords
- stationary diffusion
- multifractal products
- Renyi function
- randomized scenario