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Concept

Module de continuité

Publications associées (23)

Holder properties of local times for fractional Brownian motions

Thomas Mountford

We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dimensions d and Hurst parameters H for which local times exist. We establish a Holder continuity result that is a refinement of Xiao (Probab Th Rel Fields 109: ...

Springer-Verlag2009

The non-linear stochastic wave equation in high dimensions : existence, Hölder-continuity and Itô-Taylor expansion

Daniel Conus

The main topic of this thesis is the study of the non-linear stochastic wave equation in spatial dimension greater than 3 driven by spatially homogeneous Gaussian noise that is white in time. We are interested in questions of existence and uniqueness of so ...

EPFL2008

Propriétés fines des trajectoires du mouvement brownien fractionnaire

Let X = {X(t); t ∈ RN} be a (N,d) fractional Brownian motion in Rd of index H ∈ (0,1). We study the local time of X for all temporal dimensions N and spatial dimensions d for which local time exist. We obtain two main results : R1. If we denote by Lx(I) th ...

EPFL2008