We study the pointwise regularity of the Multifractional Brownian Motion and, in particular, we obtain the existence of so-called slow points of the process, that is points which exhibit a slow oscillation instead of the a.e. regularity. This result entails that a non self-similar process can also exhibit such a behavior. We also consider various extensions with the aim of imposing weaker regularity assumptions on the Hurst function without altering the regularity of the process.
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Esser et al. (2024) studied this question.
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