The exact formula for the Hausdorff dimension of the graph of a continuous self-affine function is obtained. The Hausdorff dimension of some class of Borel probability measures is computed. The ...

Many continuous-time term structure of interest rate models assume a factor structure where the drift and volatility functions are affine functions of the state-variable process. These models involve ...

Self-affine tiles and fractal geometry form a rich field where geometric precision meets the complexity of nature’s form. At its core, the subject examines how self-affine tiles—constructed via affine ...