Using the continuous wavelet transform, rye define a new formalism tha
t provides a statistical description of the singularities of a fractal
distribution. This wavelet based method is a generalization of the cl
assical multifractal formalism developed for characterizing singular m
easures. Our purpose is illustrated on pedagogical examples including
Brownian functions. For a particular class of fractal distributions, o
ur heuristic considerations can be established in a rigourous way.