The multifractal analysis of the occupation measure of a Lévy process
Xiao‐Yu Hu
Abstract
Xiao‐Yu Hu
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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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.
Key concepts: Multifractal system, Subordinator, Measure (data warehouse), Mathematics, Brownian motion, Cantor set, Stochastic process, Fractional Brownian motion