On the pointwise regularity of the Multifractional Brownian Motion and some extensions
Probability
2023-02-14 v1
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.
Keywords
Cite
@article{arxiv.2302.06422,
title = {On the pointwise regularity of the Multifractional Brownian Motion and some extensions},
author = {Céline Esser and Laurent Loosveldt},
journal= {arXiv preprint arXiv:2302.06422},
year = {2023}
}