Major publications by the team in recent years
  • 1P. Balança.

    A increment type set-indexed Markov property, 2012.

  • 2J. Barral, J. Lévy Véhel.

    Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments, in: Electronic Journal of Probability, 2004, vol. 9, pp. 508–543.
  • 3O. Barrière, J. Lévy Véhel.

    Application of the Self Regulating Multifractional Process to cardiac interbeats intervals, in: J. Soc. Fr. Stat., 2009, vol. 150, no 1, pp. 54–72.
  • 4O. Barrière, A. Echelard, J. Lévy Véhel.

    Self-Regulating Processes, in: Electronic Journal of Probability, December 2012. [ DOI : 10.1214/EJP.v17-2010 ]

  • 5F. Chalot, Q. V. Dinh, E. Herbin, L. Martin, M. Ravachol, G. Rogé.

    Estimation of the impact of geometrical uncertainties on aerodynamic coefficients using CFD, in: 10th AIAA Non-Deterministic Approaches, Schaumburg, USA, April 2008.
  • 6K. Daoudi, J. Lévy Véhel, Y. Meyer.

    Construction of continuous functions with prescribed local regularity, in: Journal of Constructive Approximation, 1998, vol. 014, no 03, pp. 349–385.
  • 7Y. Deremaux, J. Négrier, N. Piétremont, E. Herbin, M. Ravachol.

    Environmental MDO and uncertainty hybrid approach applied to a supersonic business jet, in: 12th AIAA/ISSMO Multidisciplinary Analysis and Optimization conference, 2008, Victoria.
  • 8A. Echelard, O. Barrière, J. Lévy Véhel.

    Terrain modelling with multifractional Brownian motion and self-regulating processes, in: ICCVG 2010, Warsaw, Poland, Lecture Notes in Computer Science, Springer, 2010, vol. 6374, pp. 342-351.

  • 9A. Echelard, J. Lévy Véhel.

    Self-regulating processes-based modeling for arrhythmia characterization, in: Imaging and Signal Processing in Health Care and Technology, Baltimore, USA, May 2012.

  • 10K. Falconer, R. Le Guével, J. Lévy Véhel.

    Localisable moving average stable and multistable processes, in: Stoch. Models, 2009, vol. 25, pp. 648–672.
  • 11K. Falconer, J. Lévy Véhel.

    Multifractional, multistable, and other processes with prescribed local form, in: J. Theoret. Probab., 2008, vol. 119, pp. 2277–2311, DOI 10.1007/s10959-008-0147-9.
  • 12L. J. Fermin, J. Lévy Véhel.

    Modeling patient poor compliance in in the multi-IV administration case with Piecewise Deterministic Markov Models, 2011, preprint.
  • 13L. J. Fermin, J. Lévy Véhel.

    Variability and singularity arising from poor compliance in a pharmacodynamical model II: the multi-oral case, 2011, preprint.
  • 14E. Herbin, B. Arras, G. Barruel.

    From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields, 2010, preprint.
  • 15E. Herbin.

    From n parameter fractional brownian motions to n parameter multifractional brownian motions, in: Rocky Mountain Journal of Mathematics, 2006, vol. 36, no 4, pp. 1249–1284.
  • 16E. Herbin, J. Jakubowski, M. Ravachol, Q. V. Dinh.

    Management of uncertainties at the level of global design, in: Symposium "Computational Uncertainties", RTO AVT-147, 2007, Athens.
  • 17E. Herbin, J. Lebovits, J. Lévy Véhel.

    Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motion, in: preprint, 2011.
  • 18E. Herbin, J. Lévy Véhel.

    Stochastic 2-microlocal analysis, in: Stochastic Proc. Appl., 2009, vol. 119, no 7, pp. 2277–2311.

  • 19E. Herbin, E. Merzbach.

    A characterization of the set-indexed fractional Brownian motion, in: C. R. Acad. Sci. Paris, 2006, vol. Ser. I 343, pp. 767–772.
  • 20E. Herbin, E. Merzbach.

    A set-indexed fractional brownian motion, in: J. of theor. probab., 2006, vol. 19, no 2, pp. 337–364.
  • 21E. Herbin, E. Merzbach.

    The multiparameter fractional Brownian motion, in: Math everywhere, Berlin, Springer, 2007, pp. 93–101.

  • 22E. Herbin, E. Merzbach.

    Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion, in: J. of theor. probab., 2009, vol. 22, no 4, pp. 1010–1029.
  • 23E. Herbin, E. Merzbach.

    The set-indexed Lévy process: Stationarity, Markov and sample paths properties, 2010, preprint.
  • 24E. Herbin, A. Richard.

    Hölder regularity for set-indexed processes, in: Submitted, 2011, submitted.
  • 25K. Kolwankar, J. Lévy Véhel.

    A time domain characterization of the fine local regularity of functions, in: J. Fourier Anal. Appl., 2002, vol. 8, no 4, pp. 319–334.
  • 26J. Lebovits, J. Lévy Véhel.

    Stochastic Calculus with respect to multifractional Brownian motion, submitted.

  • 27J. Lévy Véhel, C. Tricot.

    On various multifractal spectra, in: Fractal Geometry and Stochastics III, Progress in Probability, Birkhäuser, ISBN 376437070X, 9783764370701, 2004, vol. 57, pp. 23-42, C. Bandt, U. Mosco and M. Zähle (Eds), Birkhäuser Verlag.
  • 28J. Lévy Véhel, R. Vojak.

    Multifractal Analysis of Choquet Capacities: Preliminary Results, in: Advances in Applied Mathematics, January 1998, vol. 20, pp. 1–43.
  • 29R. Peltier, J. Lévy Véhel.

    Multifractional Brownian Motion, Inria, 1995, no 2645.

  • 30M. Ravachol, Y. Deremaux, Q. V. Dinh, E. Herbin.

    Uncertainties at the conceptual stage: Multilevel multidisciplinary design and optimization approach, in: 26th International Congress of the Aeronautical Sciences, 2008, Anchorage.
  • 31F. Roueff, J. Lévy Véhel.

    A Regularization Approach to Fractional Dimension Estimation, in: Fractals'98, 1998, Malta.
  • 32S. Seuret, J. Lévy Véhel.

    A time domain characterization of of 2-microlocal Spaces, in: J. Fourier Anal. Appl., 2003, vol. 9, no 5, pp. 472–495.
Publications of the year

Articles in International Peer-Reviewed Journals

  • 33E. Herbin, B. Arras, G. Barruel.

    From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields, in: ESAIM: Probability and Statistics, 2013, 28 p.

  • 34R. Le Guével, J. Lévy Véhel, L. Liu.

    On two multistable extensions of stable Lévy motion and their semi-martingale representations, in: Journal of Theoretical Probability, November 2013. [ DOI : 10.1007/s10959-013-0528-6 ]

  • 35J. Lebovits, J. Lévy Véhel, E. Herbin.

    Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions, in: Stochastic Processes and their Applications, 2014, no 124, pp. 678-708, To appear.

  • 36J. Lévy Véhel.

    Beyond multifractional Brownian motion: new stochastic models for geophysical modelling, in: Nonlinear Processes in Geophysics, January 2013.

  • 37P.-E. Lévy Véhel, J. Lévy Véhel.

    Variability and singularity arising from poor compliance in a pharmacokinetic model I: the multi-IV case, in: Journal of Pharmacokinetics and Pharmacodynamics, January 2013, vol. 40, no 1, pp. 15-39, To appear.

  • 38J. Lévy Véhel, F. Mendivil.

    Christiane's Hair, in: American Mathematical Monthly, November 2013, vol. 120, no 9, pp. 771-786, To appear.

  • 39J. Lévy Véhel, M. Rams.

    Large Deviation Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments, in: IEEE/ACM Transactions on Networking, November 2013, vol. 21, no 4, pp. 1309-1321, Accepted for publication.


Conferences without Proceedings

  • 40H. El Mekeddem, J. Lévy Véhel.

    Value at Risk with tempered multistable motions, in: 30th International French Finance Association Conference, Lyon, France, May 2013.

  • 41J. Lévy Véhel.

    Financial modelling with tempered multistable motions, in: International Workshop on Statistical modeling, financial data analysis and applications, Venise, Italy, November 2013.


Other Publications

References in notes
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    Continuous Gaussian multifractional processes with random pointwise Hölder regularity, in: J. Theoret. Probab., 2013, vol. 26, no 1, pp. 72–93.

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    AIMD, Fairness and Fractal Scaling of TCP Traffic, in: INFOCOM'02, June 2002.
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    Sample path properties of irregular multifractional Brownian motion, in: Preprint, 2013.
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    2-Microlocal Besov and Triebel-Lizorkin Spaces of Variable Integrability, in: Rev. Mat. Complut., 2009, vol. 22, no 1, pp. 227–251.
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    Multiparameter Processes: an introduction to random fields, Springer, 2002.
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    A Pharmacokinetic Formalism Explicitly Integrating the Patient Drug Compliance, in: J. Pharmacokinet. Pharmacodyn., 2007, vol. 34, no 1, pp. 115–139.
  • 68J. Li, F. Nekka.

    A probabilistic approach for the evaluation of pharmacological effect induced by patient irregular drug intake, in: J. Pharmacokinet. Pharmacodyn., 2009, vol. 36, no 3, pp. 221–238.
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    Markov Processes, Gaussian Processes and Local Times, Cambridge University Press, 2006.
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    Analysis of the Rosenblatt process, in: ESAIM Probab. Stat., 2008, vol. 12, pp. 230–257.

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    New findings about patient adherence to prescribed drug dosing regimens: an introduction to pharmionics, in: Eur. J. Hosp. Pharm. Sci., 2005, vol. 11, no 5, pp. 103–106.
  • 75B. Vrijens, J. Urquhart.

    Patient adherence to prescribed antimicrobial drug dosing regimens, in: J. Antimicrob. Chemother., 2005, vol. 55, pp. 616–627.