Lacunary Fractional Brownian Motion
Copyright policy )Lacunary Fractional Brownian Motion
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
- Paris-Est Sup France
- University of Paris France
- Grenoble INP - UGA France
- Grenoble Alpes University France
- Laboratoire Jean Kuntzmann France
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Lacunary Gaussian Fields, Non uniqueness of the tangent field, 330, Uniform irregularity, Wavelets, MSC: 42C40, 26B35, 510
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Lacunary Gaussian Fields, Non uniqueness of the tangent field, 330, Uniform irregularity, Wavelets, MSC: 42C40, 26B35, 510
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).2 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!