| Publication | Date of Publication | Type |
|---|
General transfer formula for stochastic integral with respect to multifractional Brownian motion
Journal of Theoretical Probability | 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
Journal of Applied Statistics | 2022-03-01 | Paper |
Explicit and combined estimators for parameters of stable distributions
Statistics | 2022-01-25 | Paper |
Regulation risk
North American Actuarial Journal | 2020-12-13 | Paper |
Self-stabilizing processes based on random signs
Journal of Theoretical Probability | 2020-02-18 | Paper |
Self-stabilizing processes
Stochastic Models | 2019-05-07 | Paper |
Tempered fractional multistable motion and tempered multifractional stable motion
ESAIM: Probability and Statistics | 2019-03-28 | Paper |
Variability and singularity arising from poor compliance in a pharmacokinetic model. II: The multi-oral case
Journal of Mathematical Biology | 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
Journal of Theoretical Probability | 2015-12-07 | Paper |
Statistical estimation for a class of self-regulating processes
Scandinavian Journal of Statistics | 2015-05-20 | Paper |
| Application of the self regulating multifractional process to cardiac interbeats intervals | 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
Stochastics | 2014-08-14 | Paper |
| scientific article; zbMATH DE number 6308154 (Why is no real title available?) | 2014-06-24 | Paper |
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
Mathematical Finance | 2014-05-14 | Paper |
Incremental moments and Hölder exponents of multifractional multistable processes
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Christiane's hair
The American Mathematical Monthly | 2014-03-20 | Paper |
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
Stochastic Processes and their Applications | 2014-02-06 | Paper |
Self-regulating processes
Electronic Journal of Probability | 2014-01-15 | Paper |
Local complex dimensions of a fractal string
International Journal of Mathematical Modelling and Numerical Optimisation | 2013-01-28 | Paper |
| Stochastic Calculus with respect to multifractional Brownian motion | 2011-03-28 | Paper |
| Fractal and multifractal analysis in signal processing | 2011-02-18 | Paper |
Multifractal and higher-dimensional zeta functions
Nonlinearity | 2011-02-01 | Paper |
Fractal properties and characterization of road profiles.
Thinking in Patterns | 2010-07-28 | Paper |
Localizable moving average symmetric stable and multistable processes
Stochastic Models | 2009-12-18 | Paper |
Localizable moving average symmetric stable and multistable processes
Stochastic Models | 2009-12-18 | Paper |
Localizable moving average symmetric stable and multistable processes
Stochastic Models | 2009-12-18 | Paper |
Fractal strings and multifractal zeta functions
Letters in Mathematical Physics | 2009-08-31 | Paper |
Stochastic 2-microlocal analysis
Stochastic Processes and their Applications | 2009-07-15 | Paper |
Multifractional, multistable, and other processes with Prescribed local form
Journal of Theoretical Probability | 2009-07-06 | Paper |
Results on the dimension spectrum for self-conformal measures
Nonlinearity | 2007-07-20 | Paper |
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
Statistical Inference for Stochastic Processes | 2007-05-24 | Paper |
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
Stochastic Processes and their Applications | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2154237 (Why is no real title available?) | 2005-04-08 | Paper |
| scientific article; zbMATH DE number 2149890 (Why is no real title available?) | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2149648 (Why is no real title available?) | 2005-03-30 | Paper |
Multifractal analysis of a class of additive processes with correlated non-stationary increments
Electronic Journal of Probability | 2005-03-08 | Paper |
Multifractal analysis of a class of additive processes with correlated non-stationary increments
Electronic Journal of Probability | 2005-03-08 | Paper |
| scientific article; zbMATH DE number 2110554 (Why is no real title available?) | 2004-10-26 | Paper |
A time domain characterization of 2-microlocal spaces
The Journal of Fourier Analysis and Applications | 2004-09-22 | Paper |
CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
Fractals | 2004-09-02 | Paper |
The local Hölder function of a continuous function
Applied and Computational Harmonic Analysis | 2003-04-02 | Paper |
Signal representation and segmentation based on multifractal stationarity
Signal Processing | 2003-01-21 | Paper |
Processes with prescribed local regularity
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-02-27 | Paper |
| scientific article; zbMATH DE number 1706201 (Why is no real title available?) | 2002-02-17 | Paper |
The generalized multifractional Brownian motion
Statistical Inference for Stochastic Processes | 2001-08-14 | Paper |
Construction of continuous functions with prescribed local regularity
Constructive Approximation | 2001-04-26 | Paper |
Horizons of fractional Brownian surfaces
Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences | 2001-03-25 | Paper |
| scientific article; zbMATH DE number 1488132 (Why is no real title available?) | 2001-01-04 | Paper |
Two results concerning chirps and 2-microlocal exponents prescription
Applied and Computational Harmonic Analysis | 2000-02-09 | Paper |
| scientific article; zbMATH DE number 1304798 (Why is no real title available?) | 1999-06-17 | Paper |
FRACTAL MODELING OF SPEECH SIGNALS
Fractals | 1998-11-09 | Paper |
MULTIFRACTAL SEGMENTATION OF IMAGES
Fractals | 1998-08-20 | Paper |
PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY
Fractals | 1998-08-20 | Paper |
Multifractal analysis of Choquet capacities
Advances in Applied Mathematics | 1998-05-25 | Paper |
FRACTAL APPROACHES IN SIGNAL PROCESSING
Fractals | 1997-08-10 | Paper |
| scientific article; zbMATH DE number 997719 (Why is no real title available?) | 1997-08-07 | Paper |
