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arXiv · 1005.2893

Multifractal analysis of Lévy fields

Arnaud Durand·Stéphane Jaffard
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Abstract

We study the pointwise regularity properties of the Lévy fields introduced by T. Mori; these fields are the most natural generalization of Lévy processes to the multivariate setting. We determine their spectrum of singularities, and we show that their Hölder singularity sets satisfy a large intersection property in the sense of K. Falconer.

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Arnaud Durand, Stéphane Jaffard. 2010-05-17. Multifractal analysis of Lévy fields. https://arxiv.org/abs/1005.2893

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