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Section: Dissemination
Scientific Animation
Jacques Lévy Véhel is associate editor of the journal Fractals.
Jacques Lévy Véhel was invited for two weeks at the program Stochastic Analysis organized by the Bernoulli Center, Lausanne.
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