[en] 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.
Disciplines :
Mathematics
Author, co-author :
Esser, Céline ; Université de Liège - ULiège > Mathematics
Loosveldt, Laurent ; Université de Liège - ULiège > Département de mathématique > Analyse - Analyse fonctionnelle - Ondelettes
Language :
English
Title :
On the pointwise regularity of the Multifractional Brownian Motion and some extensions
Publication date :
In press
Journal title :
Theory of Probability and Mathematical Statistics
ISSN :
0094-9000
eISSN :
1547-7363
Publisher :
American Mathematical Society, Providence, United States - Rhode Island
