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Lacunary Fractional brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

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.

Lacunary Fractional Brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

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.

Lebesgue measure and mappings of the Sobolev class W 1 , n

O. Martio (1995)

Banach Center Publications

We present a survey of the Lusin condition (N) for W 1 , n -Sobolev mappings f : G n defined in a domain G of n . Applications to the boundary behavior of conformal mappings are discussed.

Level sets of continuous functions increasing with respect to each variable

Katarzyna Sajbura (2005)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We are going to prove that level sets of continuous functions increasing with respect to each variable are arcwise connected (Theorem 3) and characterize those of them which are arcs (Theorem 2). In [3], we will apply the second result to the classical linear functional equation φ∘f = gφ + h (cf., for instance, [1] and [2]) in a case not studied yet, where f is given as a pair of means, that is so-called mean-type mapping.

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