Multiscale Lyapunov exponent for 2-microlocal functions |
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| Authors: | Zouhaier Dhifaoui Hedi Kortas Samir Ben Ammou |
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| Affiliation: | aHigher Institute of Management, Street Abdel-Aziz El-Bahi, Sousse 4000, Tunisia;bComputational Mathematics Laboratory, Faculty of science, Monastir 5000, Tunisia |
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| Abstract: | The Lyapunov exponent is an important indicator of chaotic dynamics. Using wavelet analysis, we define a multiscale representation of this exponent which we demonstrate the scale-wise dependence for functions belonging to  spaces. An empirical study involving simulated processes and financial time series corroborates the theoretical findings. |
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