Add to ORKGIn the paper, we study the existence of the local nondeterminism and the joint continuity of the local time of a multifractional Brownian motion, and we get upper and lower bounds of Hausdroff dimensions of level sets of a multifractional Brownian motion.Hausdorff dimension Local nondeterminism Lever set Local time Multifractional Brownian motion
International audienceMultifractional processes are stochastic processes with non-stationary increme...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
Denote by H(t) = (H1(t),...,HN(t)) a function in t ∈ RN+ with values in (0,1)N. Let {BH(t)(t)} = {B...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2...
We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
In this paper we study Brownian zeroes in the neighborhood of which one can observe non-typical grow...
[[abstract]]The local time of a multidimensional semimartingle at a hypersurface will be defined via...
Gaussian process, fractional Brownian motion, multifractional Brownian motion, Hölder regularity, po...
We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three ...
We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three ...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
Denote by H(t) = (H1(t),...,HN(t)) a function in t ∈ RN+ with values in (0,1)N. Let {BH(t)(t)} = {B...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2...
We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2...
AbstractThe multifractional Brownian motion (MBM) processes are locally self-similar Gaussian proces...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian ...
In this paper we study Brownian zeroes in the neighborhood of which one can observe non-typical grow...
[[abstract]]The local time of a multidimensional semimartingle at a hypersurface will be defined via...
Gaussian process, fractional Brownian motion, multifractional Brownian motion, Hölder regularity, po...
We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three ...
We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three ...
International audienceMultifractional processes are stochastic processes with non-stationary increme...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...
International audienceThe geometry of the multifractional Brownian motion (mBm) is known to present ...