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Lacunary Fractional Brownian Motion
Published online by Cambridge University Press: 01 August 2012
Abstract
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
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- Research Article
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- © EDP Sciences, SMAI, 2012
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