On the pointwise regularity of the Multifractional Brownian Motion and some extensions
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Publication:6426324
DOI10.1090/TPMS/1206arXiv2302.06422MaRDI QIDQ6426324FDOQ6426324
Authors: Céline Esser, Laurent Loosveldt 
Publication date: 13 February 2023
Abstract: 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 enjoy this property. We also consider various extensions of our results in the aim of requesting a weaker regularity assumption for the Hurst function without altering the regularity of the process.
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Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Continuity and related questions (modulus of continuity, semicontinuity, discontinuities, etc.) for real functions in one variable (26A15)
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