Multifractal analysis of the occupation measures of a kind of stochastic processes

DOI10.1016/S0304-4149(98)00063-5zbMath0962.60028MaRDI QIDQ1593621

Xiaoyu Hu

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Hausdorff dimensionoccupation measurelocal dimension

Mathematics Subject Classification ID

Fractals (28A80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

The multifractal analysis of the occupation measure of a Lévy process

Cites Work

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• The multifractal spectrum of statistically self-similar measures
• The multifractal structure of stable occupation measure
• Uniform measure results for the image of subsets under Brownian motion
• The exact Hausdorff measure for random re-ordering of Cantor set
• A multifractal formalism
• The exact packing measure for a random re-ordering of the Cantor set
• RANDOM RE-ORDERINGS OF INTERVALS COMPLEMENTARY TO A LINEAR SET
• Fractal measures and their singularities: The characterization of strange sets
• The exact hausdorff measure of the zero set of a stable process

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