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math.PR2023
Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence
Antoine Ayache, Julien Hamonier, Laurent Loosveldt
Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and many other related stochastic processes and fields have started to be introduced s…
math.PR2023
Multifractional Hermite processes: definition and first properties
Laurent Loosveldt
We define multifractional Hermite processes which generalize and extend both multifractional Brownian motion and Hermite processes. It is done by substituting the Hurst parameter i…
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…