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| HAL : hal-00512738, version 1 |
| arXiv : 1009.0133 |
| Fiche détaillée |  Récupérer au format |
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| Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques (2011) version électronique |
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| Optimal transport for multifractal random measures. Applications. |
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| Rémi Rhodes 1Vincent Vargas 1 |
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| (01/06/2011) |
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| In 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. |
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| 1 : | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
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CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
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| Université Paris-Dauphine, CEREMADE |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Analyse classique |
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| Random measures – multifractal processes – optimal transport – metric – KPZ |
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| hal-00512738, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00512738 | |
| oai:hal.archives-ouvertes.fr:hal-00512738 | |
| Contributeur : Rémi Rhodes | |
| Soumis le : Mardi 31 Août 2010, 14:38:54 | |
| Dernière modification le : Vendredi 27 Janvier 2012, 19:07:16 | |
