Abstract
We present a new class of multifractal process on
In addition, if we observe our process at a fixed spatial resolution, then we can obtain a finite Markov representation of it, which we can use for on-line simulation. That is, given only the Markov representation at step
Citation
Geoffrey Decrouez. Owen Dafydd Jones. "A class of multifractal processes constructed using an embedded branching process." Ann. Appl. Probab. 22 (6) 2357 - 2387, December 2012. https://doi.org/10.1214/11-AAP834
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