Multifractal and Stochastic Processes

Orateur: Xiaochuan YANG
Type: Séminaire des doctorants
Site: UGE
Salle: 4B08R
Date de début: 11/02/2015 - 11:00
Date de fin: 11/02/2015 - 11:00

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.