Random Wavelets Series,; Fractional Brownian motion; modulus of continuity; slow/ordinary/rapid points
Abstract :
[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.
Disciplines :
Mathematics
Author, co-author :
Esser, Céline; Université de Liège - ULg > UR Mathematics
Loosveldt, Laurent ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
External co-authors :
yes
Language :
English
Title :
Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions
Publication date :
November 2022
Journal title :
ALEA: Latin American Journal of Probability and Mathematical Statistics
ISSN :
1980-0436
Publisher :
Instituto Nacional de Matematica Pura e Aplicada, Rio de Janeiro, Brazil
Volume :
19
Pages :
1471-1495
Peer reviewed :
Peer Reviewed verified by ORBi
FnR Project :
FNR12582675 - Approximation Of Gaussian Functionals, 2018 (01/09/2019-31/08/2022) - Ivan Nourdin
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