On the pointwise regularity of the Multifractional Brownian Motion and some extensions

Reference : On the pointwise regularity of the Multifractional Brownian Motion and some extensions


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/54398

Title :	On the pointwise regularity of the Multifractional Brownian Motion and some extensions
Language :	English
Author, co-author :	Esser, Céline [Université de Liège - ULg > Département de Mathématique]
	Loosveldt, Laurent [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Publication date :	Feb-2023
Peer reviewed :	No
Keywords :	[en] Multifractional Brownian Motion, ; RandomWavelets Series, ; modulus of continuity, ; slow/ordinary/rapid points
Abstract :	[en] We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still enjoy this property. We also consider various extensions of our results in the aim of requesting a weaker regularity assumption for the Hurst function without altering the regularity of the process.
Permalink :	http://hdl.handle.net/10993/54398

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