3 papers
math.PR2024
Regularity of Weighted Tensorized Fractional Brownian Fields and associated function spaces
Céline Esser, Laurent Loosveldt, Béatrice Vedel
We investigate a new class of self-similar fractional Brownian fields, called Weighted Tensorized Fractional Brownian Fields (WTFBS). These fields, introduced in the companion pape…
math.PR2022
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Lara Daw, Laurent Loosveldt
We prove that we can identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results…
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…