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The multifractal analysis of the occupation measure of a Lévy process
Authors:Hu Xiao-yu
Institution:(1) Institute of Applied Mathematics, Chinese Academy of Sciences, 100080 Beijing, China
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. Foundation item: Supported by the National Natural Science Foundation of China Biography: Hu Xiao-yu (1964-), female, Professor, research interest: probability theory, random fractals.
Keywords:occupation measure  Levy process  Brownian motion  stable process  subordinator
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