Add to ORKGpeer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they display, almost surely, three types of points: slow, ordinary and rapid. In particular, this fact holds for the Fractional Brownian Motion. We also show that this property is satisfied for a multifractal extension of Gaussian wavelet series. Finally, we remark that the existence of slow points is specific to these functions
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
International audienceIn this paper we consider the antiderivative of the product of a fractional ra...
Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field ...
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost sur...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
peer reviewedWe identify three types of pointwise behaviour in the regularity of the (generalized) ...
18 pagesIn Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replaci...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
We reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed by Abry ...
Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and m...
AbstractA limit theorem which can simplify slow—fast dynamical systems driven by fractional Brownian...
- Nous étudions le mouvement Brownien fractionnaire en temps multifractal, un modèle de processus mu...
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
International audienceIn this paper we consider the antiderivative of the product of a fractional ra...
Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field ...
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost sur...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
peer reviewedWe identify three types of pointwise behaviour in the regularity of the (generalized) ...
18 pagesIn Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replaci...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
We reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed by Abry ...
Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and m...
AbstractA limit theorem which can simplify slow—fast dynamical systems driven by fractional Brownian...
- Nous étudions le mouvement Brownien fractionnaire en temps multifractal, un modèle de processus mu...
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
International audienceIn this paper we consider the antiderivative of the product of a fractional ra...
Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field ...