We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the frac-tional Brownian motion which is not increment stationary. This multiparameter fractional Brow-nian motion behaves very differently at the origin and away from the axes, which also appears in the Hausdorff dimension of its range and in the measure of its pointwise Hölder exponents. A functional version of this Chung-type law is also provided
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Abstract: We investigate the regularity of Lévy processes within the 2-microlocal analysis framework...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...
International audienceWe prove a Chung-type law of the iterated logarithm for a multiparameter exten...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
Let X = {X(t), t ∈ RN} be a multiparameter fractional Brownian motion of index α (0 < α < 1) i...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
36 pagesInternational audienceMultifractional Brownian motion is an extension of the well-known frac...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliav...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driv...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Abstract: We investigate the regularity of Lévy processes within the 2-microlocal analysis framework...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...
International audienceWe prove a Chung-type law of the iterated logarithm for a multiparameter exten...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
Let X = {X(t), t ∈ RN} be a multiparameter fractional Brownian motion of index α (0 < α < 1) i...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
36 pagesInternational audienceMultifractional Brownian motion is an extension of the well-known frac...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliav...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driv...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Abstract: We investigate the regularity of Lévy processes within the 2-microlocal analysis framework...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...