![]() Daw, Lara ![]() ![]() in Electronic Journal of Probability (2022), 27 We identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion ... [more ▼] We identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion. On this purpose, fine bounds on the increments of the Rosenblatt process are needed. Our analysis is essentially based on various wavelet methods. [less ▲] Detailed reference viewed: 70 (19 UL)![]() ; Loosveldt, Laurent ![]() in ALEA: Latin American Journal of Probability and Mathematical Statistics (2022), 19 We 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 ... [more ▼] We 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. [less ▲] Detailed reference viewed: 20 (1 UL)![]() Loosveldt, Laurent ![]() in Journal of Fourier Analysis and Applications (2022), 28(4), We present prevalent results concerning generalized versions of the $T_p^\alpha$ spaces, initially introduced by Calderón and Zygmund. We notably show that the logarithmic correction appearing in the ... [more ▼] We present prevalent results concerning generalized versions of the $T_p^\alpha$ spaces, initially introduced by Calderón and Zygmund. We notably show that the logarithmic correction appearing in the quasi-characterization of such spaces is mandatory for almost every function; it is in particular true for the Hölder spaces, for which the existence of the correction was showed necessary for a specific function. We also show that almost every function from $T_p^α (x0 )$ has α as generalized Hölder exponent at $x_0$. [less ▲] Detailed reference viewed: 31 (4 UL) |
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