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.
Article PDF
Similar content being viewed by others
Avoid common mistakes on your manuscript.
References
Olsen L. A Multifractal Formalism.Adv Math, 1995,116(1):182–196.
Hu X, Taylor S J. The Multifractal Structure of Stable Occupation Measure.Stochastic Process Appl, 1997,66:283–299.
Fristedt B. Uniform Local Behavior of Stable Subordinator.Ann Probab, 1979,7:1003–1013.
Shieh N-R, Taylor S J. Logrithmic Multifractal Spectrum of Stable Measure.Stochastic Process Appl, 1998,75:249–261.
Hu X. The Hausdorff Measure of the Random Re-orderings of the Cantor Set.Sci China (Ser. A), 1995,38(3):273–286.
Hu X. The Packing Measure of the Random Re-orderings of the Cantor Set.Sci China (Ser. A), 1996,39 (1):1–6.
Hu X. Multifractal Analysis of the Occupation Measure of a Kind of the SMtochastic Process.Stochastic Process Appl, 1999,80:249–269.
Dembo A, Peres Y, Rosen J,et al. Thick Points for Spatial Brownian Motion: Multifractal Analysis of Occupation Measure. Preprint.
Hawkes J, Pruitt W E. Uniform Dimension Results for Processes with Independent Increments.Z W Verw Geb, 1974,28:277–288.
Khoshnevisan D, Peres Y, Xiao Y.Limsup Random Fractals. Preprint.
Hu X, Taylor S J. Multifractal Structure of a General Subordinator. Preprint.
Author information
Authors and Affiliations
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.
Rights and permissions
About this article
Cite this article
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
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02830130