2012/09/18 by Julien Barral, Barral, Julien, Arnaud Durand +5
Economics, Econometrics and Finance · #Classical Analysis and ODEs (math.CA) #Complex Systems and Time Series Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.1209.3905
openalex publication_date 2012/09/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out several examples of measures and functions where this setting is relevant.