On the pointwise regularity of the Multifractional Brownian Motion and some extensions

2023/02/13 by Esser, Céline, Loosveldt, Laurent
#26A15 #42C40 #60G17 #60G22 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2302.06422

Abstract

We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still enjoy this property. We also consider various extensions of our results in the aim of requesting a weaker regularity assumption for the Hurst function without altering the regularity of the process.

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