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math.PR2023
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…
math.PR2023
On the pointwise regularity of the Multifractional Brownian Motion and some extensions
Céline Esser, Laurent Loosveldt
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…