On the pointwise regularity of the Multifractional Brownian Motion and some extensions

DOI10.1090/TPMS/1206MaRDI QIDQ6426324zbMATH OpenFDO

Authors Céline Esser, Laurent Loosveldt

Publication date 13 February 2023

Mathematics Subject Classification ID

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)

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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