Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field with $\mathbb E [X(s,t)X(\hat{s},\hat{t}\,)] = (t\wedge \hat{t}\,) (s^\alpha + \hat{s}^\alpha-|s-\hat{s}|^\alpha)/2$. We provide, for $\alpha\in(0,2)$, an analysis of the propagation of singularities into the fractional direction of $X$. Here, singularities are times where the law of the iterated logarithm fails, such as fast points
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
AbstractLet x(s), s∈Rd be a Gaussian self-similar random process of index H. We consider the problem...
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
International audience{Let B=(B1(t),...,Bd(t)) be a d-dimensional fractional Brownian motion with Hu...
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost sur...
86 pages, 5 figuresInternational audienceLet $B=(B_1(t),\ldots,B_d(t))$ be a $d$-dimensional fractio...
86 pages, 5 figuresInternational audienceLet $B=(B_1(t),\ldots,B_d(t))$ be a $d$-dimensional fractio...
We consider a family of fractional Brownian fields {BH}H∈(0,1) on R d , where H denotes their Hurst ...
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-corre...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000288.We ...
We discuss a family of random fields indexed by a parameter s ∈ R which we call the fractional Gauss...
We discuss a family of random fields indexed by a parameter s ∈ Rwhich we call the fractional Gaussi...
In this paper, we study some invariance principles where the limits are Gaussian random fields shari...
AbstractThis paper studies the asymptotic behavior of a one-dimensional directed polymer in a random...
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
AbstractLet x(s), s∈Rd be a Gaussian self-similar random process of index H. We consider the problem...
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
International audience{Let B=(B1(t),...,Bd(t)) be a d-dimensional fractional Brownian motion with Hu...
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost sur...
86 pages, 5 figuresInternational audienceLet $B=(B_1(t),\ldots,B_d(t))$ be a $d$-dimensional fractio...
86 pages, 5 figuresInternational audienceLet $B=(B_1(t),\ldots,B_d(t))$ be a $d$-dimensional fractio...
We consider a family of fractional Brownian fields {BH}H∈(0,1) on R d , where H denotes their Hurst ...
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-corre...
This is the published version, also available here: http://dx.doi.org/10.1214/009117905000000288.We ...
We discuss a family of random fields indexed by a parameter s ∈ R which we call the fractional Gauss...
We discuss a family of random fields indexed by a parameter s ∈ Rwhich we call the fractional Gaussi...
In this paper, we study some invariance principles where the limits are Gaussian random fields shari...
AbstractThis paper studies the asymptotic behavior of a one-dimensional directed polymer in a random...
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
AbstractLet x(s), s∈Rd be a Gaussian self-similar random process of index H. We consider the problem...
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{...