International audienceMultifractional Brownian motion is an extension of the well-known fractional Brownian motion where the H¨older regularity is allowed to vary along the paths. In this paper, two kinds of multi-parameter extensions of mBm are studied: one is isotropic while the other is not. For each of these processes, a moving average representation, a harmonizable representation, and the covariance structure are given. The H¨older regularity is then studied. In particular, the case of an irregular exponent function H is investigated. In this situation, the almost sure pointwise and local Holder exponents of the multi-parameter mBm are proved to be equal to the correspondent exponents of H. Eventually, a local asymptotic self-similarit...
To appear in Stochastic Processes and their Applications 124 (2014) 678-708International audienceSto...
In this paper, the class of real harmonizable multifractional Lévy motions (in short RHMLMs) is intr...
Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter ...
36 pagesInternational audienceMultifractional Brownian motion is an extension of the well-known frac...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
This thesis deals with statistical problems related to two parametric models : the fractional Browni...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
http://smf4.emath.fr/Publications/SeminairesCongres/2013/28/html/smf_sem-cong_28_65-87.phpInternatio...
AbstractThe generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that...
Gaussian process, fractional Brownian motion, multifractional Brownian motion, Hölder regularity, po...
International audienceMultifractional Brownian motion (mBm) was introduced to overcome certain limit...
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a maj...
To appear in Stochastic Processes and their Applications 124 (2014) 678-708International audienceSto...
In this paper, the class of real harmonizable multifractional Lévy motions (in short RHMLMs) is intr...
Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter ...
36 pagesInternational audienceMultifractional Brownian motion is an extension of the well-known frac...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
This thesis deals with statistical problems related to two parametric models : the fractional Browni...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
http://smf4.emath.fr/Publications/SeminairesCongres/2013/28/html/smf_sem-cong_28_65-87.phpInternatio...
AbstractThe generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that...
Gaussian process, fractional Brownian motion, multifractional Brownian motion, Hölder regularity, po...
International audienceMultifractional Brownian motion (mBm) was introduced to overcome certain limit...
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a maj...
To appear in Stochastic Processes and their Applications 124 (2014) 678-708International audienceSto...
In this paper, the class of real harmonizable multifractional Lévy motions (in short RHMLMs) is intr...
Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter ...