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Pré-Publication, Document De Travail Année : 2010

Multifractal analysis of Lévy fields

Résumé

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.

Dates et versions

hal-00491372 , version 1 (11-06-2010)

Identifiants

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Arnaud Durand, Stéphane Jaffard. Multifractal analysis of Lévy fields. 2010. ⟨hal-00491372⟩
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