Lacunary fractional Brownian motion

DOI10.1051/PS/2010014MaRDI QIDQ4921835zbMATH OpenOpenAlexFDO

Authors Marianne Clausel

Publication date 14 May 2013

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2010014

zbMATH Keywords

lacunary Gaussian fieldsnon uniqueness of the tangent fielduniform irregularitywavelets

Mathematics Subject Classification ID

Special properties of functions of several variables, Hölder conditions, etc. (26B35) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22)

Recommendations

• The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion
• A class of fractional Brownian fields from branching systems and their regularity properties
• Multifractional stochastic fields. Wavelet strategies in multifractional frameworks
• Fractional fields and applications
• Anisotropic fractional Brownian random fields as white noise functionals

Cited in

(5)

• A weak local irregularity property in \(S^\nu \) spaces
• Fields with exceptional tangent fields
• Generalized dimensions of images of measures under Gaussian processes
• LAN property for some fractional type Brownian motion
• A wavelet characterization for the upper global Hölder index

This page was built for publication: Lacunary fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4921835)