Related papers: Multifractal analysis based on p-exponents and lac…
In this article, we study the following fractional $p$-Laplacian equation with singular nonlinearity \begin{equation*} (P_{\la}) \left\{ \begin{array}{lr} - 2\int_{\mb R^n}\frac{|w(y)-w(x)|^{p-2}(w(y)-w(x))}{|x-y|^{n+ps}}dy = a(x) w^{-q}+…
Classical multiscale analysis based on wavelets has a number of successful applications, e.g. in data compression, fast algorithms, and noise removal. Wavelets, however, are adapted to point singularities, and many phenomena in several…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
Continuing our recent work we study polynomial masks of multivariate tight wavelet frames from two additional and complementary points of view: convexity and system theory. We consider such polynomial masks that are derived by means of the…
In this article, we investigate the bivariate multifractal analysis of pairs of Borel probability measures. We prove that, contrarily to what happens in the univariate case, the natural extension of the Legendre spectrum does not yield an…
We prove a nonlocal, nonlinear commutator estimate concerning the transfer of derivatives onto testfunctions. For the fractional $p$-Laplace operator it implies that solutions to certain degenerate nonlocal equations are higher…
We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…
Let $f$ be a holomorphic endomorphism of $\mathbb{C}\mathbb{P}^k$ of algebraic degree at least $2$ and let $X \subseteq \mathbb{C}\mathbb{P}^k$ be an uniformly expanding set. In this paper, we study multifractal analysis of equilibrium…
Multivariate subordinated L\'evy processes are widely employed in finance for modeling multivariate asset returns. We propose to exploit non-linear dependence among financial assets through multivariate cumulants of these processes, for…
We focus on the study of $p$-Laplacian Dirichlet problem containing the left and right fractional derivative operators. By using the genus properties in critical point theory, we establish some new criteria to guarantee the existence of…
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the…
This paper presents a discussion on $p$-adic multiframe by means of its wavelet structure, called as multiframelet, which is build upon $p$-adic wavelet construction. Multiframelets create much excitement in mathematicians as well as…
We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…
We study a class of fractional $p$-Laplacian problems with weights which are possibly singular on the boundary of the domain. We provide existence and multiplicity results as well as characterizations of critical groups and related…
Multi-collinearity is a wide-spread phenomenon in modern statistical applications and when ignored, can negatively impact model selection and statistical inference. Classic tools and measures that were developed for "$n>p$" data are not…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…
It has been recognized recently that fractional calculus is useful for handling scaling structures and processes. We begin this survey by pointing out the relevance of the subject to physical situations. Then the essential definitions and…