Multifractal and Stochastic Processes

Orateur:
Xiaochuan YANG
Type: Séminaire des doctorants
Site: UGE
Salle:
4B08R
Date de début:
Date de fin:

We give an introduction to the theory of multifractals in the domain of stochastic processes, with an emphasis on the processes with jump. It turns out that multifractal analysis is a relevant approach to understand the sample paths properties.