The multifractal analysis of the occupation measure of a Lévy process

DOI10.1007/BF02830130zbMath0982.60044OpenAlexW2147986617MaRDI QIDQ2718621

Xiaoyu Hu

Publication date: 25 March 2002

Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02830130

zbMATH Keywords

subordinatoroccupation measureLévy processmultifractal analysisthick pointrefined multifractal analysis

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Hausdorff and packing measures (28A78) Limit theorems in probability theory (60F99)

Cites Work

• Uniform local behavior of stable subordinators
• The multifractal structure of stable occupation measure
• Multifractal analysis of the occupation measures of a kind of stochastic processes
• Logarithmic multifractal spectrum of stable occupation measure
• Thick points for spatial Brownian motion: multifractal analysis of occupation measure.
• Multifractal structure of a general subordinator.
• 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
• Limsup random fractals
• Uniform dimension results for processes with independent increments

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