A process very similar to multifractional Brownian motion

In Ayache and Taqqu (2005), the multifractional Brownian (mBm) motion is obtained by replacing the constant parameter $H$ of the fractional Brownian motion (fBm) by a smooth enough functional parameter $H(.)$ depending on the time $t$. Here, we consider the process $Z$ obtained by replacing in the wavelet expansion of the fBm the index $H$ by a function $H(.)$ depending on the dyadic point $k/2^j$. This process was introduced in Benassi et al (2000) to model fBm with piece-wise constant Hurst index and continuous paths. In this work, we investigate the case where the functional parameter satisfies an uniform H\"older condition of order \beta>\sup_{t\in \rit} H(t) and ones shows that, in this case, the process $Z$ is very similar to the mBm in the following senses: i) the difference between $Z$ and a mBm satisfies an uniform H\"older condition of order $d>\sup_{t\in \R} H(t)$; ii) as a by product, one deduces that at each point $t\in \R$ the pointwise H\"older exponent of $Z$ is $H(t)$ and that $Z$ is tangent to a fBm with Hurst parameter $H(t)$.Comment: 18 page

Variable exponent Besov-Morrey spaces

In this paper we introduce Besov-Morrey spaces with all indices variable and study some fundamental properties. This includes a description in terms of Peetre maximal functions and atomic and molecular decompositions. This new scale of non-standard function spaces requires the introduction of variable exponent mixed Morrey-sequence spaces, which in turn are defined within the framework of semimodular spaces. In particular, we obtain a convolution inequality involving special radial kernels, which proves to be a key tool in this work.publishe

The Mathematical Theory of Wavelets

ABSTRACT. We present an overview of some aspects of the mathematical theory of wavelets. These notes are addressed to an audience of mathematicians familiar with only the most basic elements of Fourier Analysis. The material discussed is quite broad and covers several topics involving wavelets. Though most of the larger and more involved proofs are not included, complete references to them are provided. We do, however, present complete proofs for results that are new (in particular, this applies to a recently obtained characterization of “all ” wavelets in section 4). 1