2000•Wuhan University Journal of Natural SciencesRequires access

The multifractal analysis of the occupation measure of a Lévy process

Xiao‐Yu Hu

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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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What this paper is about

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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Available 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.

Key concepts: Multifractal system, Subordinator, Measure (data warehouse), Mathematics, Brownian motion, Cantor set, Stochastic process, Fractional Brownian motion

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