scientific article; zbMATH DE number 972660

MaRDI QIDQ5691579zbMATH OpenFDO

Authors Stéphane Jaffard

Publication date 18 August 1997

zbMATH Keywords

Hausdorff dimensionHölder exponentLévy measureLévy processspectrum of singularities

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Markov processes (60J99)

Recommendations

• The multifractal nature of Lévy processes
• The multifractal nature of Volterra-Lévy processes
• The singularity spectrum of Lévy processes in multifractal time
• Multifractal analysis of Lévy fields

Cited in

(10)

• The fractal structures of the exceptional sets of Lévy processes
• The multifractal nature of Lévy processes
• Real harmonizable multifractional Lévy motions
• Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
• The singularity spectrum of Lévy processes in multifractal time
• Processes with prescribed local regularity
• Multifractal analysis of Lévy fields
• Power-law Lévy processes, power-law vector random fields, and some extensions
• The multifractal nature of Volterra-Lévy processes
• Hausdorff-Besicovitch dimension of graphs and \(p\)-variation of some Lévy processes

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