Multi-scale analysis of Gaussian Markovian processes near a singular point

DOI10.1016/S0246-0203(97)80093-3zbMath0894.60036OpenAlexW1975778935MaRDI QIDQ1365455

Daniel Roux

Publication date: 23 October 1997

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_3_295_0

zbMATH Keywords

waveletsGaussian processwavelet basissymmetric Dirichlet formregularity of the trajectories

Mathematics Subject Classification ID

Gaussian processes (60G15)

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