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Section: Partnerships and Cooperations
National Initiatives
Erick Herbin is member of the CNRS Research Groups:
Overall Objectives
Scientific Foundations
Application Domains
Software
New Results
- A multifractional Hull and White model
- Markov characterization of the set-indexed Lévy process
- Local Hölder regularity of Set-Indexed processes
- Separability of Set-Indexed Processes
- An increment type set-indexed Markov property
- Fine regularity of Lévy processes
- A class of self-similar processes with stationary increments in higher order Wiener chaoses.
- Economic growth models
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
Bibliography
Overall Objectives
Scientific Foundations
Application Domains
Software
New Results
- A multifractional Hull and White model
- Markov characterization of the set-indexed Lévy process
- Local Hölder regularity of Set-Indexed processes
- Separability of Set-Indexed Processes
- An increment type set-indexed Markov property
- Fine regularity of Lévy processes
- A class of self-similar processes with stationary increments in higher order Wiener chaoses.
- Economic growth models
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
Bibliography