International audienceIntroduced in 2018 the generalized bifractional Brownian motion is considered as an element of the quasi-helix with approximately stationary increment class of real centered Gaussian processes conditioning by parameters. This paper proves that the generalized bifractional Brownian motion is an element of the above mentioned class with no condition on parameters. The quasi-helix with approximately stationary increment class of real centered Gaussian processes is extended to two-dimensional processes as the fractional Brownian sheet, the sub-fractional Brownian sheet, and the bifractional Brownian sheet. This generalized presentation of the class of stochastic processes is used to augment the training samples for generat...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance ...
International audienceOver the last few years, a new paradigm of generative models based ...
International audienceIntroduced in 2018 the generalized bifractional Brownian motion is considered ...
International audienceTo extend several known centered Gaussian processes, we introduce a new center...
We present this class of centered Gaussian processes which was introduced in 2015 and named the QH...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
In the paper, we consider the problem of simulation of a strictly ?-sub-Gaussian generalized fractio...
Gaussian process, fractional Brownian motion, multifractional Brownian motion, Hölder regularity, po...
We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to o...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance ...
International audienceOver the last few years, a new paradigm of generative models based ...
International audienceIntroduced in 2018 the generalized bifractional Brownian motion is considered ...
International audienceTo extend several known centered Gaussian processes, we introduce a new center...
We present this class of centered Gaussian processes which was introduced in 2015 and named the QH...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
In the paper, we consider the problem of simulation of a strictly ?-sub-Gaussian generalized fractio...
Gaussian process, fractional Brownian motion, multifractional Brownian motion, Hölder regularity, po...
We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to o...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance ...
International audienceOver the last few years, a new paradigm of generative models based ...