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Applied and Numerical Harmonic Analysis

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  1. Article

    Multifractal analysis of Lévy fields

    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 spectru...

    Arnaud Durand, Stéphane Jaffard in Probability Theory and Related Fields (2012)

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  2. Article

    The multifractal nature of Lévy processes

    We show that the sample paths of most Lévy processes are multifractal functions and we determine their spectrum of singularities.

    Stéphane Jaffard in Probability Theory and Related Fields (1999)

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