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We study the existence and regularity of local times for general $d$-dimensional stochastic processes. We give a general condition for their existence and regularity properties. To emphasize the contribution of our results, we show that…
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.
A set of coupled complex Ginzburg-landau type amplitude equations which operates near a Hopf-Turing instability boundary is analytically investigated to show localized oscillatory patterns. The spatial structure of those patterns are the…
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…
In this work a local projection stabilization method is proposed to solve a fictitious domain problem. The method adds a suitable fluctuation term to the formulation thus rendering the natural space for the Lagrange multiplier stable.…
We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, $B^H=(B^{H(t)}(t),t\in\mathbb{R}^+)$. An analogue of Chung's law of the iterated logarithm is studied for $B^H$ and…
Local oscillation of a function satisfying a H\"older condition is considered and it is proved that its growth is governed by a version of the Law of the Iterated Logarithm.
In this note we treat the equations of fractional elasticity. After establishing well-posedness, we show a compactness result related to the theory of homogenization. For this, a previous result in (abstract) homogenization theory of…
Variational stability, in the sense of local good behavior of optimal values and solutions in problems of optimization under shifts in parameters, is important not only for validating model robustness in practical applications but also for…
We give a result of stability in law of the local time of the fractional Brownian motion with respect to small perturbations of the Hurst parameter. Concretely, we prove that the law (in the space of continuous functions) of the local time…
We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…
A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…
Using a Tanaka representation of the local time for a class of superprocesses with dependent spatial motion, as well as sharp estimates from the theory of uniformly parabolic partial differential equations, the joint H\"older continuity in…
In this article, we consider fractional derivatives of local time for $d-$dimensional centered Gaussian processes satisfying certain strong local nondeterminism property. We first give a condition for existence of fractional derivatives of…
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based…
We investigate the notion of finite time stability for tempered fractional systems (TFSs) with time delays and variable coefficients. Then, we examine some sufficient conditions that allow concluding the TFSs stability in a finite time…
We study a mathematical model describing the dynamics of a pluripotent stem cell population involved in the blood production process in the bone marrow. This model is a differential equation with a time delay. The delay describes the cell…
In this paper the local regularity of the Hilbert transform is considered, and local smoothness and real analyticity results are obtained.