Superposition of Diffusions with Linear Generator and its Multifractal Limit Process

Author: Iglói Endre   Terdik György  

Publisher: Edp Sciences

E-ISSN: 1262-3318|7|issue|23-88

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.7, Iss.issue, 2010-03, pp. : 23-88

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Abstract