Multifractal analysis consists in the study of local properties of set of measures or functions. Its importance appeared in the frame of fully developed turbulence. In this area, physicists do not know the velocity of a fluid at all points but they can measure its value in one point in function of time. Hence, they do not measure the velocity function of the fluid but its trace.This thesis will be mainly dedicated to the study of local behavior of traces of Besov functions: we will determine the Hausdorff dimension of sets of points with a given Hölder exponent (the so-called multifractal spectrum). In order to easily characterize Hölder exponent and Besov spaces, we will use wavelet decomposition. We will not get the value of the multifractal spectrum of the trace of all functions of a Besov space, but its value for a generic set of functions. Then, we will use two notions of genericity : prevalence and Baire's genericity. Even if generic and prevalent properties can be different, here they will be the same.In the last part, in order to establish what a multifractal spectrum shape can be, we will construct a function which is its own spectrum
