5 citations · 8 across the 3 of their papers we have counts for
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math.PR2012★ 5 cited
A class of multifractal processes constructed using an embedded branching process
Geoffrey Decrouez, Owen Dafydd Jones
We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walk…
math.PR2012
Modulus of continuity of a class of monofractal processes
Geoffrey Decrouez, Ben Hambly, Owen Dafydd Jones
We derive the modulus of continuity of a class of processes called Canonical Embedded Branching Processes (CEBP), recently introduced by Decrouez and Jones, and we establish their…