9 citations · 16 across the 11 of their papers we have counts for
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math.PR2005
Stochastic 2-microlocal analysis
Erick Herbin, Jacques Lévy-Véhel
A lot is known about the Hölder regularity of stochastic processes, in particular in the case of Gaussian processes. Recently, a finer analysis of the local regularity of functions…
math.PR2005
From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions
E. Herbin
Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind…
math.PR2005
A set-indexed fractional Brownian motion
E. Herbin, E. Merzbach
We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed…