ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
The seminal text on fractal geometry for students and researchers: extensively revised and updated with new material, notes and references that reflect recent directions. Interest in …
M Farge - Annual review of fluid mechanics, 1992 - wavelets.ens.fr
Wavelet transforms are recent mathematical techniques, based on group theory and square integrable representations, which allows one to unfold a signal, or a field, into both space …
R Cont - Quantitative finance, 2001 - iopscience.iop.org
We present a set of stylized empirical facts emerging from the statistical analysis of price variations in various types of financial markets. We first discuss some general issues …
NE Huang, Z Shen, SR Long - Annual review of fluid mechanics, 1999 - annualreviews.org
▪ Abstract We survey the newly developed Hilbert spectral analysis method and its applications to Stokes waves, nonlinear wave evolution processes, the spectral form of the …
This text provides an introduction to the exciting new developments in chaos and related topics in nonlinear dynamics, including the detection and quantification of chaos in …
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of …
In this article, we review the theory of Gaussian multiplicative chaos initially introduced by Kahane's seminal work in 1985. Though this beautiful paper faded from memory until …