| Publication | Date of Publication | Type |
|---|
Transition of the simple random walk on the ice model graph
Journal of Theoretical Probability | 2024-11-05 | Paper |
Transition of the simple random walk on the graph of the ice-model
| 2023-01-05 | Paper |
Diffusivity of a random walk on random walks
Random Structures & Algorithms | 2015-10-12 | Paper |
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Stochastic Processes and their Applications | 2014-02-07 | Paper |
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
Journal of Statistical Planning and Inference | 2014-01-20 | Paper |
LAN property for some fractional type Brownian motion
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-09 | Paper |
Effective discrepancy and numerical experiments
Computer Physics Communications | 2013-06-14 | Paper |
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
ESAIM: Probability and Statistics | 2013-05-14 | Paper |
Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach
| 2013-04-09 | Paper |
Fractional fields and applications
Mathématiques & Applications (Berlin) | 2013-04-08 | Paper |
Adaptive sequential design for regression on multi-resolution bases
Statistics and Computing | 2012-12-07 | Paper |
Fractional Lévy fields
Lévy Matters II | 2012-12-04 | Paper |
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.
Lecture Notes in Mathematics | 2012-07-09 | Paper |
Approximation of stationary solutions of Gaussian driven stochastic differential equations
Stochastic Processes and their Applications | 2011-11-10 | Paper |
Selfdecomposability of moving average fractional Lévy processes
Statistics & Probability Letters | 2011-10-28 | Paper |
Conditional Density Estimation by Penalized Likelihood Model Selection and Applications
| 2011-03-10 | Paper |
Locally self-similar fields
| 2011-02-18 | Paper |
On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion
Journal of Theoretical Probability | 2011-01-07 | Paper |
Modeling and simulation with operator scaling
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
Journal of Mathematics of Kyoto University | 2010-01-21 | Paper |
Invariance principle, multifractional Gaussian processes and long-range dependence
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
A general framework for simulation of fractional fields
Stochastic Processes and their Applications | 2008-09-29 | Paper |
Tail behavior of random products and stochastic exponentials
Stochastic Processes and their Applications | 2008-03-12 | Paper |
Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
Bernoulli | 2007-05-15 | Paper |
Random rewards, fractional Brownian local times and stable self-similar processes
The Annals of Applied Probability | 2007-02-05 | Paper |
Identification of an isometric transformation of the standard Brownian sheet
Journal of Statistical Planning and Inference | 2006-05-29 | Paper |
Singularity functions for fractional processes: application to the fractional Brownian sheet
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-04-28 | Paper |
Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2005-09-15 | Paper |
On roughness indices for fractional fields
Bernoulli | 2005-03-30 | Paper |
scientific article; zbMATH DE number 2149890 (Why is no real title available?)
| 2005-03-30 | Paper |
Small and large scale behavior of the Poissonized telecom process
Methodology and Computing in Applied Probability | 2005-02-11 | Paper |
scientific article; zbMATH DE number 2064996 (Why is no real title available?)
| 2004-05-18 | Paper |
Identification d’un processus gaussien multifractionnaire avec des ruptures sur la fonction d’échelle
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2003-10-20 | Paper |
Identification and properties of real harmonizable fractional Lévy motions
Bernoulli | 2003-02-13 | Paper |
Local self-similarity and the Hausdorff dimension
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-01-01 | Paper |
Identification of the Hurst index of a step fractional Brownian motion
Statistical Inference for Stochastic Processes | 2002-03-25 | Paper |
scientific article; zbMATH DE number 1488131 (Why is no real title available?)
| 2001-08-02 | Paper |
Non-symmetric approximations for manifold-valued semimartingales.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2000-01-01 | Paper |
Identification of filtered white noises
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Regularization of the Stratonovich equations with jumps between manifolds
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 1999-10-10 | Paper |
Identifying the multifractional function of a Gaussian process
Statistics & Probability Letters | 1999-03-02 | Paper |
Stochastic parallel transport along Lévy flows of diffeomorphisms
Journal of Mathematical Analysis and Applications | 1998-01-22 | Paper |
Géométrie différentielle stochastique avec sauts 1
Stochastics and Stochastic Reports | 1997-12-14 | Paper |
Géométrie différentielle stochastique avec salts 2: discrétisation et applications des eds avec sacutes
Stochastics and Stochastic Reports | 1997-12-14 | Paper |
scientific article; zbMATH DE number 816107 (Why is no real title available?)
| 1996-03-14 | Paper |
scientific article; zbMATH DE number 709493 (Why is no real title available?)
| 1995-02-06 | Paper |
scientific article; zbMATH DE number 39358 (Why is no real title available?)
| 1992-08-13 | Paper |
