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.
Disciplines :
Mathematics
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)
Language :
English
Title :
On the pointwise regularity of the Multifractional Brownian Motion and some extensions
