Multifractality and additive stochastic processes
- 👤 Speaker: Stéphane Seuret (Université Paris-Est Créteil (UPEC))
- 📅 Date & Time: Monday 21 March 2022, 11:00 - 11:30
- 📍 Venue: Seminar Room 1, Newton Institute
Abstract
We review some results about the pointwise regularity and the multifractal nature of sample paths of various classes of stochastic processes. The method to derive the multifractal quantities will be explained, with a focus on the problem of random coverings. Some perspectives will be given.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Stéphane Seuret (Université Paris-Est Créteil (UPEC))
Monday 21 March 2022, 11:00-11:30