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19972009
most citedFractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

182 citations · 350 across the 8 of their papers we have counts for

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cond-mat.stat-mech2001

Multifractal fluctuations in finance

F. Schmitt, D. Schertzer, S. Lovejoy

We consider the structure functions S^(q)(T), i.e. the moments of order q of the increments X(t+T)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S^(q…