54 citations · 137 across the 19 of their papers we have counts for
3 papers · 1 filter
Regularity properties of random wavelet series
Céline Esser, Stéphane Jaffard, Béatrice Vedel
We study the regularity properties of random wavelet series constructed by multiplying the coefficients of a deterministic wavelet series with unbounded I.I.D. random variables. In…
Multifractal analysis of Lévy fields
Arnaud Durand, Stéphane Jaffard
We study the pointwise regularity properties of the Lévy fields introduced by T. Mori; these fields are the most natural generalization of Lévy processes to the multivariate settin…
A pure jump Markov process with a random singularity spectrum
Julien Barral, Nicolas Fournier, Stephane Jaffard +1
We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process…