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math.PR2022
Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions
Céline Esser, Laurent Loosveldt
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 h…
math.PR2018
A new Multifractional Process with Random Exponent
Antoine Ayache, Céline Esser, Julien Hamonier
A first type of Multifractional Process with Random Exponent (MPRE) was constructed several years ago in (Ayache, Taqqu, 2005) by replacing in a wavelet series representation of Fr…