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The multifractal analysis of the occupation measure of a Lévy process

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Wuhan University Journal of Natural Sciences

Abstract

We introduce the results on the multifractal structure of the occupation measures of a Brownian Motion, a stable process, a general subordinator and a stochastic process derived from random reordering of the Cantor set. We also introduced an interesting and powerful technique to investigate the multifractal spectrum.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Chinese Academy of Sciences, 100080, Beijing, China

    Hu Xiao-yu

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  1. Hu Xiao-yu
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Additional information

Foundation item: Supported by the National Natural Science Foundation of China

Biography: Hu Xiao-yu (1964-), female, Professor, research interest: probability theory, random fractals.

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Xiao-yu, H. The multifractal analysis of the occupation measure of a Lévy process. Wuhan Univ. J. Nat. Sci. 5, 253–256 (2000). https://doi.org/10.1007/BF02830130

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  • DOI: https://doi.org/10.1007/BF02830130

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