The multifractal structure of the product of two stable occupation measures

Dan Shen and Xiaoyu Hu

Statistics & Probability Letters, 2011, vol. 81, issue 4, 478-488

Abstract: We study the multifractal structure of the product of two stable occupation measures and obtain the multifractal spectrum.

Keywords: Stable; process; Occupation; measure; Hausdorff; dimension; Multifractal; spectrum (search for similar items in EconPapers)
Date: 2011
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