The multifractal nature of Lévy processes

• 1 May 1999
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 114  (2) , 207-227
• https://doi.org/10.1007/s004400050224

Abstract

Keywords

• MULTIFRACTAL NATURE
• SINGULARITIES
• NATURE OF LÉVY
• MULTIFRACTAL FUNCTIONS
• SAMPLE PATHS
• LÉVY PROCESSES