Self and spurious multi-affinity of ordinary Levy motion, and pseudo-Gaussian relations
- 30 November 2000
- journal article
- research article
- Published by Elsevier in Chaos, Solitons, and Fractals
- Vol. 11 (14) , 2379-2390
- https://doi.org/10.1016/s0960-0779(99)00168-x
Abstract
No abstract availableKeywords
This publication has 26 references indexed in Scilit:
- Modelling and analysis of fractional Brownian motionsChaos, Solitons, and Fractals, 1997
- An accurate fractional Brownian motion generatorPhysica A: Statistical Mechanics and its Applications, 1994
- Random Processes with Independent IncrementsPublished by Springer Nature ,1991
- Random Fractal ForgeriesPublished by Springer Nature ,1985
- Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and VariancesWater Resources Research, 1969
- The Variation of Certain Speculative PricesThe Journal of Business, 1963
- Some theorems on stable processesTransactions of the American Mathematical Society, 1960
- The maximum of sums of stable random variablesTransactions of the American Mathematical Society, 1956
- Differential‐SpaceJournal of Mathematics and Physics, 1923
- Théorie de la spéculationAnnales Scientifiques de lʼÉcole Normale Supérieure, 1900