Multifractal products of diffusion processes and randomized scenario
(2011) In Bulletin of the Lviv University, Series in Mechanics & Mathematics p.83-88- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/8082867
- author
- Yeleiko, Yaroslav ; Lazariv, Taras and Mazur, Stepan LU
- publishing date
- 2011
- type
- Contribution to specialist publication or newspaper
- publication status
- published
- subject
- keywords
- stationary diffusion, multifractal products, Renyi function, randomized scenario
- categories
- Popular Science
- in
- Bulletin of the Lviv University, Series in Mechanics & Mathematics
- issue
- 74
- pages
- 83 - 88
- publisher
- L'vivs'kyi Natsional'nyi Universytet imeni Ivana Franka. Mekhaniko-Matematychnyi Fakul'tet
- ISSN
- 2078-3744
- language
- Other
- LU publication?
- no
- id
- f67e0499-9adc-488c-83f3-6a35d14881c1 (old id 8082867)
- date added to LUP
- 2016-04-01 15:01:31
- date last changed
- 2018-11-21 20:32:33
@misc{f67e0499-9adc-488c-83f3-6a35d14881c1, 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.}}, author = {{Yeleiko, Yaroslav and Lazariv, Taras and Mazur, Stepan}}, issn = {{2078-3744}}, keywords = {{stationary diffusion; multifractal products; Renyi function; randomized scenario}}, language = {{mis}}, number = {{74}}, pages = {{83--88}}, publisher = {{L'vivs'kyi Natsional'nyi Universytet imeni Ivana Franka. Mekhaniko-Matematychnyi Fakul'tet}}, series = {{Bulletin of the Lviv University, Series in Mechanics & Mathematics}}, title = {{Multifractal products of diffusion processes and randomized scenario}}, year = {{2011}}, }