activity
20132026
most citedThe scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 87 across the 17 of their papers we have counts for

collaborators
Showing 2014 · math.PRShow all

1 paper · 2 filters

math.PR2014

Bounds on the support of the multifractal spectrum of stochastic processes

Danijel Grahovac, Nikolai N. Leonenko

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the s…