| Issue |
ESAIM: PS
Volume 16, 2012
|
|
|---|---|---|
| Page(s) | 352 - 374 | |
| DOI | https://doi.org/10.1051/ps/2010014 | |
| Published online | 01 August 2012 | |
Lacunary Fractional Brownian Motion
Laboratoire d’Analyse et de Mathématiques Appliquées, UMR 8050 du
CNRS, Université Paris Est, 61
Avenue du Général de Gaulle, 94010
Créteil Cedex,
France
marianne.clausel@free.fr
Received:
28
October
2009
Revised:
22
February
2010
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.
Mathematics Subject Classification: 42C40 / 26B35
Key words: Lacunary Gaussian fields / non uniqueness of the tangent field / uniform irregularity / wavelets
© EDP Sciences, SMAI, 2012
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