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• W2007169669 abstract "We reformulate various versions of infinitely divisible cascades proposed in the literature using stochastic equations. This approach sheds a new light on the differences and common points of several formulations that have been recently provided by several teams. In particular, we focus on the simplification occurring when the infinitely divisible noise at the heart of such model is stable: an independently scattered random measure becomes a stable stochastic integral. In the last section we discuss the D-dimensional generalization." @default.
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• W2007169669 date "2007-07-01" @default.
• W2007169669 modified "2023-09-27" @default.
• W2007169669 title "On causal stochastic equations for log-stable multiplicative cascades" @default.
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• W2007169669 doi "https://doi.org/10.1140/epjb/e2007-00205-5" @default.
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