Multifractional Stochastic Fields

DOI10.1142/8917zbMath1429.60001OpenAlexW2564596893MaRDI QIDQ4961448

Antoine Ayache

Publication date: 24 October 2018

Full work available at URL: https://doi.org/10.1142/8917

zbMATH Keywords

local timesorthonormal wavelet basislocal nondeterminismFaber-Schauder systemwavelet series representationerraticismGaussian multifractional Brownian fieldmultifractional stochastic fieldnon-Gaussian multifractional fieldrandom exponentwavelet methodology

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Numerical methods for wavelets (65T60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (9)

ON MULTIFRACTIONALITY OF SPHERICAL RANDOM FIELDS WITH COSMOLOGICAL APPLICATIONS ⋮ On local path behavior of Surgailis multifractional processes ⋮ Moving average multifractional processes with random exponent: lower bounds for local oscillations ⋮ Lower bound for local oscillations of Hermite processes ⋮ Multifractional Hermite processes: definition and first properties ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On the monofractality of many stationary continuous Gaussian fields ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

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