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math.PR2009
Fractional multiplicative processes
Julien Barral, Benoit Mandelbrot
Statistically self-similar measures on are limit of multiplicative cascades of random weights distributed on the -adic subintervals of . These weights are i.i.d,…
math.PR2007
Bilateral Canonical Cascades: Multiplicative Refinement Paths to Wiener's and Variant Fractional Brownian Limits
Julien Barral, Benoit Mandelbrot
The original density is 1 for , is an integer base (%), and is a parameter. The first construction stage divides the unit interval into su…