Multifractal Formalism for Self-Similar Functions Under the Action of Nonlinear Dynamical Systems

We study functions which are self-similar under the action of some nonlinear dynamical systems. We compute the exact pointwise H{?}lder regularity, then we determine the spectrum of singularities and the Besov ``smoothness' index, and finally we prove the multifractal formalism. The main tool in our computation is the wavelet analysis. October 1, 1996. Date revised: May 13, 1997. Date re-revised: January 10, 1998. Date accepted: February 27, 1998.