Different possible behaviors of wavelet ...
Document type :
Compte-rendu et recension critique d'ouvrage
Title :
Different possible behaviors of wavelet leaders of the Brownian motion
Author(s) :
Ayache, Antoine [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Esser, Céline [Auteur]
Université de Liège
Kleyntssens, Thomas [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Esser, Céline [Auteur]
Université de Liège
Kleyntssens, Thomas [Auteur]
Journal title :
Statistics and Probability Letters
Pages :
54-60
Publisher :
Elsevier
Publication date :
2019
ISSN :
0167-7152
English keyword(s) :
Brownian motion
slow points
fast points
ordinary points
wavelet leaders
modulus of continuity
Hölder spaces
slow points
fast points
ordinary points
wavelet leaders
modulus of continuity
Hölder spaces
HAL domain(s) :
Mathématiques [math]
English abstract : [en]
The aim of this paper is to prove that wavelet leaders allow to get very fine properties of the trajectories of the Brownian motion: more precisely, we show that there exist (at least) three different behaviors for the ...
Show more >The aim of this paper is to prove that wavelet leaders allow to get very fine properties of the trajectories of the Brownian motion: more precisely, we show that there exist (at least) three different behaviors for the size of wavelet leaders of the Brownian motion. Furthermore, they correspond to the three well-known behaviors of its oscillations, namely to be ordinary, rapid and slow. Some links between the oscillations and the size of wavelet leaders at a given point are also given.Show less >
Show more >The aim of this paper is to prove that wavelet leaders allow to get very fine properties of the trajectories of the Brownian motion: more precisely, we show that there exist (at least) three different behaviors for the size of wavelet leaders of the Brownian motion. Furthermore, they correspond to the three well-known behaviors of its oscillations, namely to be ordinary, rapid and slow. Some links between the oscillations and the size of wavelet leaders at a given point are also given.Show less >
Language :
Anglais
Popular science :
Non
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