The singularity spectrum of Lévy processes in multifractal time
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Publication:2642058
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
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)
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