We study the Gaussian random fields indexed by Rd whose covariance is defined in all generality as the parametrix of an elliptic pseudo-differential operator with minimal regularity assumption on the symbol. We construct new wavelet bases adapted to these operators; the decomposition of the field in this corresponding basis yields its iterated logarithm law and its uniform modulus of continuity. We also characterize the local scalings of the fields in terms of the properties of the principal symbol of the pseudodifferential operator. Similar results are obtained for the Multi-Fractional Brownian Motion
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solu...
International audienceRecently, Hammond and Sheffield introduced a model of correlated random walks ...
International audienceRecently, Hammond and Sheffield introduced a model of correlated random walks ...
This dissertation provides a detailed analysis of the behavior of suprema and moduli of continuity f...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
Graduation date: 2013This dissertation examines properties and representations of several isotropic ...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
Since the seminal results by Avellaneda & Lin it is known that ellipticoperators with periodic coeff...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solu...
International audienceRecently, Hammond and Sheffield introduced a model of correlated random walks ...
International audienceRecently, Hammond and Sheffield introduced a model of correlated random walks ...
This dissertation provides a detailed analysis of the behavior of suprema and moduli of continuity f...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
Graduation date: 2013This dissertation examines properties and representations of several isotropic ...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
International audienceFine regularity of stochastic processes is usually measured in a local way by ...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
Since the seminal results by Avellaneda & Lin it is known that ellipticoperators with periodic coeff...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...
In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ ...