Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

DOI10.1214/22-EJP878MaRDI QIDQ2105173

Lara Daw, Laurent Loosveldt

Publication date: 8 December 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.08487

zbMATH Keywords

modulus of continuityRosenblatt processWiener chaoswavelet seriesrandom seriesslow/ordinary/rapid points

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Lipschitz (Hölder) classes (26A16) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (1)

Multifractional Hermite processes: definition and first properties

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