To go further
Risken, H. (1989). The Fokker-Planck Equation. Methods of Solution and Applications, vol. 18 of. Springer Series in Synergetics.
Schmitt F. G. et Y. Huang, Analysis and simulation of multifractal random walks, 23rd European Signal Processing Conference, EUSIPCO, 2015, pp. 1018-1022. ISBN 978-0-9928626-3-3/15/$31.00.
Perpete, N. and F.G. Schmitt: A discrete log-normal process to generate a sequential multifractal time series, Journal of Statistical Mechanics, Theory and Experiments, P12013, 2011
Lovejoy, S., D. Schertzer, 2010: On the simulation of continuous in scale universal multifractals, part I: spatially continuous processes, Computers and Geoscience, 36, 1393-1403, 10.1016/j.cageo.2010.04.010.
Lovejoy, S., D. Schertzer, 2010: On the simulation of Continuous in scale universal multifractals, part II: space-time processes and finite size corrections, Computers and Geoscience, 36, 1404-1413, 10.1016/j.cageo.2010.07.001.
Lovejoy, S., D. Schertzer, 2013: The weather and Climate: emergent laws and multifractal cascades, 496pp, Cambridge U. Press
