Add to ORKGWe 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. Finally, we remark that the existence of slow points is specific to these functions
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{...
International audienceWe study asymptotic expansion of the likelihood of a certain class of Gaussian...
International audienceIn this paper we consider the antiderivative of the product of a fractional ra...
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
We prove that we can identify three types of pointwise behaviour in the regularity of the (generaliz...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
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 ...
18 pagesIn Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replaci...
Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field ...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
We present a Gaussian process that arises from the iteration of p fractional Ornstein–Uhlenbeck proc...
International audienceIn this paper, a new class of Gaussian field is introduced called Lacunary Fra...
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{...
International audienceWe study asymptotic expansion of the likelihood of a certain class of Gaussian...
International audienceIn this paper we consider the antiderivative of the product of a fractional ra...
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
We prove that we can identify three types of pointwise behaviour in the regularity of the (generaliz...
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get ...
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 ...
18 pagesIn Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replaci...
Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field ...
We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dime...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
We present a Gaussian process that arises from the iteration of p fractional Ornstein–Uhlenbeck proc...
International audienceIn this paper, a new class of Gaussian field is introduced called Lacunary Fra...
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{...
International audienceWe study asymptotic expansion of the likelihood of a certain class of Gaussian...
International audienceIn this paper we consider the antiderivative of the product of a fractional ra...