Multifractal products of cylindrical pulses

 New multiplicative and statistically self-similar measures μ are defined on ℝ as limits of measure-valued martingales. Those martingales are constructed by multiplying random functions attached to the points of a statistically self-similar Poisson point process defined in a strip of the plane. Several fundamental problems are solved, including the non-degeneracy and the multifractal analysis of μ. On a bounded interval, the positive and negative moments of diverge under broad conditions.