Preprints, Working Papers, ... Year : 2012

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.

Dates and versions

hal-00759165 , version 1 (07-03-2013)

Identifiers

Cite

Benjamin Arras. On a class of self-similar processes with stationary increments in higher order Wiener chaoses. 2012. ⟨hal-00759165⟩
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