The multifractal analysis of the occupation measure of a Lévy process |
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Authors: | Hu Xiao-yu |
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Institution: | (1) Institute of Applied Mathematics, Chinese Academy of Sciences, 100080 Beijing, China |
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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.
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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Keywords: | occupation measure Levy process Brownian motion stable process subordinator |
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