We calculate the multifractal spectrum and mass exponents for super-Brownian motion in three or more dimensions. The former is trivial for points of unusually high density but not for points in the support of unusually low density. This difference is due to the presence of sets of points in the support (of positive dimension) about which there are asymptotically large empty annuli. This behaviour is quite different from that of ordinary Brownian motion and invalidates the multifractal formalism in the physics literature. The mass exponents for packing and Hausdorff measure are distinct, and both are piecewise linear
<p>Only situated agents present both a pink noise exponent and a wide multifractal exponent. Decoupl...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
11 pages, 1 figure, final version,International audienceThe analysis of the linearization effect in ...
this paper will follow for general fl 0 once they are established for fl 0 = 4, a value which arises...
We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three ...
In this paper we prove the existence of average densities for the support of a super Brownian motion...
In this paper we prove the existence of average densities for the support of a super-Brownian motion...
In this paper we study Brownian zeroes in the neighborhood of which one can observe non-typical grow...
We introduce the mathematical concept of multifractality and describe various multifractal spectra f...
We introduce the mathematical concept of multifractality and describe various multifractal spectra f...
Cowles Foundation Discussion Paper, n° 1165/1997The Multifractal Model of Asset Returns ("MMAR," see...
Abstract. Let ` be the projected intersection local time of two independent Brownian paths in Rd for...
The scaling properties of the multifractional Brownian motion (mBm), a generally not multifractal pr...
‘‘Divergence of high moments and dimension of the carrier’ ’ is the subtitle of Mandelbrot’s 1974 se...
We demonstrate analytically and numerically the possibility that the fractal property of a scale-fre...
<p>Only situated agents present both a pink noise exponent and a wide multifractal exponent. Decoupl...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
11 pages, 1 figure, final version,International audienceThe analysis of the linearization effect in ...
this paper will follow for general fl 0 once they are established for fl 0 = 4, a value which arises...
We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three ...
In this paper we prove the existence of average densities for the support of a super Brownian motion...
In this paper we prove the existence of average densities for the support of a super-Brownian motion...
In this paper we study Brownian zeroes in the neighborhood of which one can observe non-typical grow...
We introduce the mathematical concept of multifractality and describe various multifractal spectra f...
We introduce the mathematical concept of multifractality and describe various multifractal spectra f...
Cowles Foundation Discussion Paper, n° 1165/1997The Multifractal Model of Asset Returns ("MMAR," see...
Abstract. Let ` be the projected intersection local time of two independent Brownian paths in Rd for...
The scaling properties of the multifractional Brownian motion (mBm), a generally not multifractal pr...
‘‘Divergence of high moments and dimension of the carrier’ ’ is the subtitle of Mandelbrot’s 1974 se...
We demonstrate analytically and numerically the possibility that the fractal property of a scale-fre...
<p>Only situated agents present both a pink noise exponent and a wide multifractal exponent. Decoupl...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
11 pages, 1 figure, final version,International audienceThe analysis of the linearization effect in ...