On a class of self-similar processes with stationary increments in higher order Wiener chaoses

Abstract : We study a class of self similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes converging uniformly on every compact. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self similar processes with stationary increments defined by multiple Wiener integrals.
Type de document :
Pré-publication, Document de travail
21 pages. 2012
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https://hal.inria.fr/hal-00759165
Contributeur : Benjamin Arras <>
Soumis le : jeudi 7 mars 2013 - 17:05:08
Dernière modification le : jeudi 29 mars 2018 - 13:36:01

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  • HAL Id : hal-00759165, version 1
  • ARXIV : 1211.4343

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Benjamin Arras. On a class of self-similar processes with stationary increments in higher order Wiener chaoses. 21 pages. 2012. 〈hal-00759165〉

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