A pure jump Markov process with a random singularity spectrum

DOI10.1214/10-AOP533zbMath1205.60148arXiv0907.0104MaRDI QIDQ1958463

Nicolas Fournier, Stéphane Jaffard, Julien Barral, Stéphane Seuret

Publication date: 29 September 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.0104

zbMATH Keywords

stochastic differential equations; Markov processes; Hausdorff dimension; jump processes; Poisson measures; singularity spectrum

Mathematics Subject Classification ID

28A80: Fractals

28A78: Hausdorff and packing measures

Related Items

Prevalent mixed Hölder spectra and mixed multifractal formalism in a product of continuous Besov spaces, The multifractal nature of Boltzmann processes, Fixed points for the multifractal spectrum map, 2-microlocal analysis of martingales and stochastic integrals, Multifractal analysis of Lévy fields, A localized Jarník-Besicovitch theorem, Continuous Gaussian multifractional processes with random pointwise Hölder regularity, Multifractality of jump diffusion processes, Some results of multifractale analysis in analysis, A Bridge Between Geometric Measure Theory and Signal Processing: Multifractal Analysis

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