Filtrage de diffusions bidirectionnelles pour une observation ponctuelle de Poisson à deux paramètres
Flots browniens isotropes sur la sphère
From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields
Fine regularity of stochastic processes is usually measured in a local way by local Hölder exponents and in a global way by fractal dimensions. In the case of multiparameter Gaussian random fields, Adler proved that these two concepts are connected under the assumption of increment stationarity property. The aim of this paper is to consider the case of Gaussian fields without any stationarity condition. More precisely, we prove that almost surely the Hausdorff dimensions of the range and the graph...
Functionals associated with self-intersections of the planar brownian motion