particular in terms of scaling distribution preservation. Identified distributions of all simulated processes are compared with …

sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has … been reported in several works. In this letter we investigate the question of scaling transformation of price processes by … physics. Using two sets of financial chronological time series, we show that the scaling transformation is a non-linear group …

well-known aspects, such as the Lévy scaling form, follow as particular cases of the theory. The theory fully takes into … waiting-time probability density are presented. Finally, a general scaling form is given, based on the solution of the …