On the pointwise regularity of the Multifractional Brownian Motion and some extensions
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- February 2023
- DOI:
- arXiv:
- arXiv:2302.06422
- Bibcode:
- 2023arXiv230206422E
- Keywords:
-
- Mathematics - Probability;
- 60G22;
- 60G17;
- 26A15;
- 42C40