Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Duchon, Jean"'
Autor:
Chabanol, Marie-Line, Duchon, Jean
We consider the one dimensional Burgers equation forced by a brownian in space and white noise in time process $\partial_t u + u \partial_x u = f(x,t)$, with $2E(f(x,t)f(y,s)) = (|x|+|y|-|x-y|)\delta(t-s)$ and we show that there are Levy processes so
Externí odkaz:
http://arxiv.org/abs/0904.3397
We study the problem of forecasting volatility for the multifractal random walk model. In order to avoid the ill posed problem of estimating the correlation length T of the model, we introduce a limiting object defined in a quotient space; formally,
Externí odkaz:
http://arxiv.org/abs/0801.4220
Autor:
Chabanol, Marie-Line, Duchon, Jean
For solutions of (inviscid, forceless, one dimensional) Burgers equation with random initial condition, it is heuristically shown that a stationary Feller-Markov property (with respect to the space variable) at some time is conserved at later times,
Externí odkaz:
http://arxiv.org/abs/nlin/0302016
Autor:
Duchon, Jean
On présente certains outils mathématiques pour l'étude des fonctions Spline à plusieurs variables.
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00292345
http://tel.archives-ouvertes.fr/docs/00/29/23/45/PDF/Duchon.Jean_1980_these.pdf
http://tel.archives-ouvertes.fr/docs/00/29/23/45/PDF/Duchon.Jean_1980_these.pdf
Autor:
DUCHON, JEAN, ROBERT, RAOUL
Publikováno v:
Quarterly of Applied Mathematics, 2003 Dec 01. 61(4), 723-730.
Externí odkaz:
https://www.jstor.org/stable/43638640
Autor:
Duchon, Jean, Robert, Raoul
Publikováno v:
In Comptes rendus - Mathématique 2005 341(5):329-331
Autor:
Duchon, Jean, Robert, Raoul
Publikováno v:
In Comptes rendus - Mathématique 2005 341(4):265-268
Autor:
Chabanol, Marie-Line1 Marie-Line.Chabanol@math.u-bordeaux1.fr, Duchon, Jean2 Jean.Duchon@ujf-grenoble.fr
Publikováno v:
Journal of Statistical Physics. Sep2009, Vol. 136 Issue 6, p1095-1104. 10p.
Autor:
Chabanol, Marie-Line1 Marie-Line.Chabanol@math.u-bordeaux.fr, Duchon, Jean1 Jean.Duchon@ujf-grenoble.fr
Publikováno v:
Journal of Statistical Physics. Jan2004, Vol. 114 Issue 1/2, p525-534. 10p.
Autor:
DUCHON, JEAN, ROBERT, RAOUL
Publikováno v:
Quarterly of Applied Mathematics, 1992 Jun 01. 50(2), 235-255.
Externí odkaz:
https://www.jstor.org/stable/43637770