International audienceIn this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
International audienceThe work developed in the paper concerns the multivariate fractional Brownian ...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to o...
We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
In this contribution, we study the notion of affine invariance (specifically, invariance to the shif...
We discuss a family of random fields indexed by a parameter s ∈ Rwhich we call the fractional Gaussi...
We discuss a family of random fields indexed by a parameter s ∈ R which we call the fractional Gauss...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...
In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliav...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
International audienceThe work developed in the paper concerns the multivariate fractional Brownian ...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to o...
We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...
AbstractThe aim of this communication is to propose some complementary remarks and interpretation on...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
In this contribution, we study the notion of affine invariance (specifically, invariance to the shif...
We discuss a family of random fields indexed by a parameter s ∈ Rwhich we call the fractional Gaussi...
We discuss a family of random fields indexed by a parameter s ∈ R which we call the fractional Gauss...
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed t...
In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliav...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
International audienceThe work developed in the paper concerns the multivariate fractional Brownian ...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
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