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The multifractal structure of the product of two stable occupation measures

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  • Shen, Dan
  • Hu, Xiaoyu

Abstract

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

Suggested Citation

  • Shen, Dan & Hu, Xiaoyu, 2011. "The multifractal structure of the product of two stable occupation measures," Statistics & Probability Letters, Elsevier, vol. 81(4), pages 478-488, April.
  • Handle: RePEc:eee:stapro:v:81:y:2011:i:4:p:478-488
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    References listed on IDEAS

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    1. Hu, Xiaoyu & Taylor, S. James, 1997. "The multifractal structure of stable occupation measure," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 283-299, March.
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