Affiliation:
1. Imperial College London, United Kingdom
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference28 articles.
1. R. J. Adler and J. E. Taylor. Random fields and geometry. Springer Monographs in Mathematics. Springer, New York, 2007, xviii+448. doi:10.1007/978-0-387-48116-6.
2. J. Barral. Moments, continuité, et analyse multifractale des martingales de Mandelbrot. Probab. Theory Related Fields 113, no. 4, (1999), 535–569. doi:10.1007/s004400050217.
3. E. Bacry, J. Delour, and J. F. Muzy. Multifractal random walk. Phys. Rev. E 64, (2001), 026103. doi:10.1103/PhysRevE.64.026103.
4. N. Berestycki. Diffusion in planar Liouville quantum gravity. Ann. Inst. Henri Poincaré Probab. Stat. 51, no. 3, (2015), 947–964. doi:10.1214/14-AIHP605.
5. N. Berestycki. An elementary approach to Gaussian multiplicative chaos. Electron. Commun. Probab. 22, (2017), Paper No. 27, 12. doi:10.1214/17-ECP58.