Publication | Date of Publication | Type |
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General transfer formula for stochastic integral with respect to multifractional Brownian motion | 2024-04-02 | Paper |
Variability and singularity arising from a Piecewise-Deterministic Markov Process applied to model poor patient compliance in the multi-IV case | 2022-03-01 | Paper |
Explicit and combined estimators for parameters of stable distributions | 2022-01-25 | Paper |
Regulation Risk | 2020-12-13 | Paper |
Self-stabilizing processes based on random signs | 2020-02-18 | Paper |
Self-stabilizing processes | 2019-05-07 | Paper |
Tempered fractional multistable motion and tempered multifractional stable motion | 2019-03-28 | Paper |
Variability and singularity arising from poor compliance in a pharmacokinetic model. II: The multi-oral case | 2017-03-17 | Paper |
Sampling and Frequency Warping | 2017-03-03 | Paper |
On two multistable extensions of stable Lévy motion and their semi-martingale representations | 2015-12-07 | Paper |
Statistical Estimation for a Class of Self‐Regulating Processes | 2015-05-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5244968 | 2015-04-01 | Paper |
Multistable L\'evy motions and their continuous approximations | 2015-03-23 | Paper |
White noise-based stochastic calculus with respect to multifractional Brownian motion | 2014-08-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4981680 | 2014-06-24 | Paper |
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS | 2014-05-14 | Paper |
Incremental moments and Hölder exponents of multifractional multistable processes | 2014-04-10 | Paper |
Christiane’s Hair | 2014-03-20 | Paper |
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions | 2014-02-06 | Paper |
Self-regulating processes | 2014-01-15 | Paper |
Local complex dimensions of a fractal string | 2013-01-28 | Paper |
Stochastic Calculus with respect to multifractional Brownian motion | 2011-03-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3078262 | 2011-02-18 | Paper |
Multifractal and higher-dimensional zeta functions | 2011-02-01 | Paper |
FRACTAL PROPERTIES AND CHARACTERIZATION OF ROAD PROFILES | 2010-07-28 | Paper |
Localizable Moving Average Symmetric Stable and Multistable Processes | 2009-12-18 | Paper |
Fractal strings and multifractal zeta functions | 2009-08-31 | Paper |
Stochastic 2-microlocal analysis | 2009-07-15 | Paper |
Multifractional, multistable, and other processes with Prescribed local form | 2009-07-06 | Paper |
Results on the dimension spectrum for self-conformal measures | 2007-07-20 | Paper |
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion | 2007-05-24 | Paper |
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion | 2005-08-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4664796 | 2005-04-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4662152 | 2005-03-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4662411 | 2005-03-30 | Paper |
Multifractal analysis of a class of additive processes with correlated non-stationary increments | 2005-03-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4823071 | 2004-10-26 | Paper |
A time domain characterization of 2-microlocal spaces | 2004-09-22 | Paper |
CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" | 2004-09-02 | Paper |
The local Hölder function of a continuous function | 2003-04-02 | Paper |
Signal representation and segmentation based on multifractal stationarity | 2003-01-21 | Paper |
Processus à régularité locale prescrite | 2002-02-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q2771645 | 2002-02-17 | Paper |
The generalized multifractional Brownian motion | 2001-08-14 | Paper |
Construction of continuous functions with prescribed local regularity | 2001-04-26 | Paper |
Horizons of fractional Brownian surfaces | 2001-03-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4495242 | 2001-01-04 | Paper |
Two results concerning chirps and 2-microlocal exponents prescription | 2000-02-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4251642 | 1999-06-17 | Paper |
FRACTAL MODELING OF SPEECH SIGNALS | 1998-11-09 | Paper |
MULTIFRACTAL SEGMENTATION OF IMAGES | 1998-08-20 | Paper |
PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY | 1998-08-20 | Paper |
Multifractal analysis of Choquet capacities | 1998-05-25 | Paper |
FRACTAL APPROACHES IN SIGNAL PROCESSING | 1997-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3127469 | 1997-08-07 | Paper |