The singularity spectrum of Lévy processes in multifractal time (Q2642058)

The authors study Lévy processes subordinated to the distribution functions of multifractal measures, in short Lévy processes in multifractal time. They provide general results about the spectrum of Hölder exponents of the composed processes, in which the multifractal nature of the underlying Lévy process and the time-change interact in a nontrivial way. An interesting special case is when the process is stable and the subordinator an independent random cascade, in which the composed process is linked to the fixed points of the smoothing transform.