Reference : Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fract...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/53159
Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions
English
Esser, Céline mailto [Université de Liège - ULg > UR Mathematics]
Loosveldt, Laurent mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Nov-2022
ALEA: Latin American Journal of Probability and Mathematical Statistics
Instituto Nacional de Matematica Pura e Aplicada
19
1471-1495
Yes
International
1980-0436
Rio de Janeiro
Brazil
[en] Random Wavelets Series, ; Fractional Brownian motion ; modulus of continuity ; slow/ordinary/rapid points
[en] 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.
Researchers
http://hdl.handle.net/10993/53159
10.30757/ALEA.v19-59
FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

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