[en] In recent years, the study of the (ir)regularity of various stochastic processes
has attracted the attention of several authors. In this
work, we aim to study a large class of Gaussian fields defined via a stochastic integral. More precisely, we seek to obtain a general strategy to deduce sharp regularity and irregularity estimates using wavelet methods. This approach should allow us to recover and compare regularity results appearing in the literature within a unified framework. Key ideas will be presented, along with some preliminary results.
Research Center/Unit :
Mathematics - ULiège
Disciplines :
Mathematics
Author, co-author :
Devos, Thomas ; Université de Liège - ULiège > Mathematics
Language :
English
Title :
Regularity of Gaussian Fields from Kernel Conditions via Wavelets