کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4668095 1345496 2007 32 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The singularity spectrum of Lévy processes in multifractal time
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The singularity spectrum of Lévy processes in multifractal time
چکیده انگلیسی

Let X=(Xt)t⩾0 be a Lévy process and μ a positive Borel measure on R+. Suppose that the integral of μ defines a continuous increasing multifractal time . Under suitable assumptions on μ, we compute the singularity spectrum of the sample paths of the process X in time μ defined as the process (XF(t))t⩾0.A fundamental example consists in taking a measure μ equal to an “independent random cascade” and (independently of μ) a suitable stable Lévy process X. Then the associated process X in time μ is naturally related to the so-called fixed points of the smoothing transformation in interacting particles systems.Our results rely on recent heterogeneous ubiquity theorems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Advances in Mathematics - Volume 214, Issue 1, 10 September 2007, Pages 437-468