Anomalies in multifractal formalism for local time of Brownian motion

DOI10.1023/A:1023044221942zbMath0929.60065MaRDI QIDQ1284892

G. M. Molchan

Publication date: 24 January 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionturbulencelocal timemultifractal spectrumRényi functionmultifractal property

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fractals (28A80)

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