The Multifractal Embedded Branching Process (MEBP) process and Canonical Embedded Branching Process (CEBP) process were introduced by Decrouez and Jones (2012). The CEBP is a process in which the crossings of dyadic intervals constitute a branching process. An MEBP process is defined as a...

We consider the regularity of sample paths of Volterra–Lévy processes. These processes are defined as stochastic integrals M(t)=∫0tF(t,r)dX(r),t∈R+, where X is a Lévy process and F is a deterministic real-valued function. We derive the spectrum of singularities and a result on the...