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We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct properties: in part
Externí odkaz:
http://arxiv.org/abs/1209.2236
Autor:
Guével, Ronan Le, Lévy-Véhel, Jacques
Multistable processes, that is, processes which are, at each "time", tangent to a stable process, but where the index of stability varies along the path, have been recently introduced as models for phenomena where the intensity of jumps is non consta
Externí odkaz:
http://arxiv.org/abs/1001.3130
Autor:
Guével, Ronan Le, Lévy-Véhel, Jacques
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based on the Ferg
Externí odkaz:
http://arxiv.org/abs/0906.5042
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g defining th
Externí odkaz:
http://arxiv.org/abs/0807.0764
Autor:
Herbin, Erick, Lévy-Véhel, Jacques
A lot is known about the H\"older regularity of stochastic processes, in particular in the case of Gaussian processes. Recently, a finer analysis of the local regularity of functions, termed 2-microlocal analysis, has been introduced in a determinist
Externí odkaz:
http://arxiv.org/abs/math/0504551
Akademický článek
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Publikováno v:
In Stochastic Processes and their Applications January 2014 124(1):678-708
Publikováno v:
In Information Sciences 20 November 2012 209:61-79
Autor:
Herbin, Erick, Lévy-Véhel, Jacques
Publikováno v:
In Stochastic Processes and their Applications 2009 119(7):2277-2311