We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still enjoy this property. We also consider various extensions of our results in the aim of requesting a weaker regularity assumption for the Hurst function without altering the regularity of the process
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
AbstractThe generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that...
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...
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost sur...
18 pagesIn Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replaci...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
Multifractional Brownian motion is a type of stochastic process with time-varying regularity. The ma...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
International audienceIn this article a class of multifractal processes is introduced, called Genera...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
We define multifractional Hermite processes which generalize and extend both multifractional Browni...
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
AbstractThe generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that...
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...
peer reviewedWe study the Hölderian regularity of Gaussian wavelets series and show that they displ...
We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost sur...
18 pagesIn Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replaci...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
Multifractional Brownian motion is a type of stochastic process with time-varying regularity. The ma...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
International audienceIn this article a class of multifractal processes is introduced, called Genera...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
Estimates for the local and uniform moduli of continuity of the local time of the multifractional Br...
We define multifractional Hermite processes which generalize and extend both multifractional Browni...
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
AbstractThe generalized multifractional Brownian motion (GMBM) is a continuous Gaussian process that...