The singularity spectrum of Lévy processes in multifractal time

DOI10.1016/J.AIM.2007.02.007zbMath1131.60039OpenAlexW2101226248MaRDI QIDQ2642058

Julien Barral, Stéphane Seuret

Publication date: 20 August 2007

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aim.2007.02.007

zbMATH Keywords

stochastic processesHausdorff dimensionself-similar measuremultifractal function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Fractals (28A80) Hausdorff and packing measures (28A78) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Related Items (24)

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