Different possible behaviors of wavelet leaders of the Brownian motion

DOI10.1016/j.spl.2019.02.003zbMath1459.60167OpenAlexW2794456307MaRDI QIDQ2322601

Thomas Kleyntssens, Antoine Ayache, Céline Esser

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.02.003

zbMATH Keywords

Brownian motionwavelet leadersslow/rapid/ordinary points

Mathematics Subject Classification ID

Brownian motion (60J65) Numerical methods for wavelets (65T60) Sample path properties (60G17)

Related Items (3)

Multifractional Hermite processes: definition and first properties ⋮ Unnamed Item ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

Cites Work

• A multifractal formalism for non-concave and non-increasing spectra: the leaders profile method
• Sur la dimension de boîte des graphes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Different possible behaviors of wavelet leaders of the Brownian motion