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

Xiaoyu Hu

Stochastic Processes and their Applications, 1999, vol. 80, issue 2, 249-269

Abstract: Let {X(t), 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be a stochastic process whose range is a random Cantor-like set depending on an [alpha]-sequence (0

Keywords: Local; dimension; Hausdorff; dimension; Packing; dimension; Multifractal; spectrum (search for similar items in EconPapers)
Date: 1999
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