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Optimal transportation for multifractal random measures and applications

dc.contributor.authorRhodes, Rémi
dc.contributor.authorVargas, Vincent
HAL ID: 739861
dc.date.accessioned2010-09-06T12:38:07Z
dc.date.available2010-09-06T12:38:07Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/4695
dc.language.isoenen
dc.subjectKPZen
dc.subjectRandom measuresen
dc.subjectmultifractal processesen
dc.subjectoptimal transporten
dc.subjectmetricen
dc.subject.ddc519en
dc.titleOptimal transportation for multifractal random measures and applicationsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metrics, the volume forms of which coincide with the multifractal random measures. This study is motivated by recent problems in the KPZ context.en
dc.relation.isversionofjnlnameAnnales de l'I.H.P. Probabilités et Statistiques
dc.relation.isversionofjnlvol49
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpages119-137
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/11-AIHP443
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00512738/fr/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInstitute of Mathematical Society
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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