We introduce a formalism that allows us to study space-scale correlati
ons in multiscale processes. This method, based on the wavelet transfo
rm, is particularly well suited to study multiplicative random cascade
processes for which the correlation functions take a very simple expr
ession. This two-point space-scale statistical analysis is illustrated
on some pedagogical examples and then applied to fully developed turb
ulence data. [S0031-9007(97)05105-3].