Multiperiodic multifractal martingale measures

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(1)Multiperiodic multifractal martingale measures Julien Barral, Marc-Olivier Coppens, Benoît B. Mandelbrot. To cite this version: Julien Barral, Marc-Olivier Coppens, Benoît B. Mandelbrot. Multiperiodic multifractal martingale measures. [Research Report] RR-4563, INRIA. 2002. �inria-00072025�. HAL Id: inria-00072025 https://hal.inria.fr/inria-00072025 Submitted on 23 May 2006. HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés..

(2) INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE. Multiperiodic multifractal martingale measures Julien Barral — Marc-Olivier Coppens — Benoît B. Mandelbrot. N° 4563 Septembre 2002. ISSN 0249-6399. ISRN INRIA/RR--4563--FR+ENG. THÈME 4. apport de recherche.

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(10) . . . Unité de recherche INRIA Rocquencourt Domaine de Voluceau, Rocquencourt, BP 105, 78153 Le Chesnay Cedex (France) Téléphone : +33 1 39 63 55 11 — Télécopie : +33 1 39 63 53 30. .

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