Hausdorff, Large Deviation and Legendre Multifractal Spectra of Lévy Multistable Processes

Ronan Le Guével (1) , Jacques Lévy Véhel (2)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 Inria Rennes – Bretagne Atlantique

Domaines: Probabilités [math.PR]

Ronan Le Guével, Jacques Lévy Véhel. Hausdorff, Large Deviation and Legendre Multifractal Spectra of Lévy Multistable Processes. Stochastic Processes and their Applications, 2020, 130 (4), pp.2032-2057. ⟨10.1016/j.spa.2019.06.007⟩. ⟨hal-01089482⟩