Jacques Lévy-Véhel

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Person:180825

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zbMath Open levy-vehel.jacquesMaRDI QIDQ180825

List of research outcomes

PublicationDate of PublicationType
General transfer formula for stochastic integral with respect to multifractional Brownian motion2024-04-02Paper
Variability and singularity arising from a Piecewise-Deterministic Markov Process applied to model poor patient compliance in the multi-IV case2022-03-01Paper
Explicit and combined estimators for parameters of stable distributions2022-01-25Paper
Regulation Risk2020-12-13Paper
Self-stabilizing processes based on random signs2020-02-18Paper
Self-stabilizing processes2019-05-07Paper
Tempered fractional multistable motion and tempered multifractional stable motion2019-03-28Paper
Variability and singularity arising from poor compliance in a pharmacokinetic model. II: The multi-oral case2017-03-17Paper
Sampling and Frequency Warping2017-03-03Paper
On two multistable extensions of stable Lévy motion and their semi-martingale representations2015-12-07Paper
Statistical Estimation for a Class of Self‐Regulating Processes2015-05-20Paper
https://portal.mardi4nfdi.de/entity/Q52449682015-04-01Paper
Multistable L\'evy motions and their continuous approximations2015-03-23Paper
White noise-based stochastic calculus with respect to multifractional Brownian motion2014-08-14Paper
https://portal.mardi4nfdi.de/entity/Q49816802014-06-24Paper
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS2014-05-14Paper
Incremental moments and Hölder exponents of multifractional multistable processes2014-04-10Paper
Christiane’s Hair2014-03-20Paper
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions2014-02-06Paper
Self-regulating processes2014-01-15Paper
Local complex dimensions of a fractal string2013-01-28Paper
Stochastic Calculus with respect to multifractional Brownian motion2011-03-28Paper
https://portal.mardi4nfdi.de/entity/Q30782622011-02-18Paper
Multifractal and higher-dimensional zeta functions2011-02-01Paper
FRACTAL PROPERTIES AND CHARACTERIZATION OF ROAD PROFILES2010-07-28Paper
Localizable Moving Average Symmetric Stable and Multistable Processes2009-12-18Paper
Fractal strings and multifractal zeta functions2009-08-31Paper
Stochastic 2-microlocal analysis2009-07-15Paper
Multifractional, multistable, and other processes with Prescribed local form2009-07-06Paper
Results on the dimension spectrum for self-conformal measures2007-07-20Paper
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion2007-05-24Paper
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion2005-08-05Paper
https://portal.mardi4nfdi.de/entity/Q46647962005-04-08Paper
https://portal.mardi4nfdi.de/entity/Q46621522005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q46624112005-03-30Paper
Multifractal analysis of a class of additive processes with correlated non-stationary increments2005-03-08Paper
https://portal.mardi4nfdi.de/entity/Q48230712004-10-26Paper
A time domain characterization of 2-microlocal spaces2004-09-22Paper
CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"2004-09-02Paper
The local Hölder function of a continuous function2003-04-02Paper
Signal representation and segmentation based on multifractal stationarity2003-01-21Paper
Processus à régularité locale prescrite2002-02-27Paper
https://portal.mardi4nfdi.de/entity/Q27716452002-02-17Paper
The generalized multifractional Brownian motion2001-08-14Paper
Construction of continuous functions with prescribed local regularity2001-04-26Paper
Horizons of fractional Brownian surfaces2001-03-25Paper
https://portal.mardi4nfdi.de/entity/Q44952422001-01-04Paper
Two results concerning chirps and 2-microlocal exponents prescription2000-02-09Paper
https://portal.mardi4nfdi.de/entity/Q42516421999-06-17Paper
FRACTAL MODELING OF SPEECH SIGNALS1998-11-09Paper
MULTIFRACTAL SEGMENTATION OF IMAGES1998-08-20Paper
PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY1998-08-20Paper
Multifractal analysis of Choquet capacities1998-05-25Paper
FRACTAL APPROACHES IN SIGNAL PROCESSING1997-08-10Paper
https://portal.mardi4nfdi.de/entity/Q31274691997-08-07Paper

Research outcomes over time


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