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Multifractal products of diffusion processes and randomized scenario

Yeleiko, Yaroslav ; Lazariv, Taras and Mazur, Stepan LU (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:
author
; and
publishing date
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}},
}