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, 2011, forthcoming.
  • 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.

  • 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

Doctoral Dissertations and Habilitation Theses

Articles in International Peer-Reviewed Journals

  • 35S. Corlay, J. Lebovits, J. Lévy Véhel.

    Multifractional Stochastic volatility models, in: Mathematical Finance, April 2014, vol. 24, no 2, pp. 364-402.

  • 36X. Fan, I. Grama, Q. Liu.

    A generalization of Cramér large deviations for martingales, in: C. R. Acad. Sci. Paris, Ser. I, September 2014, vol. 352, pp. 853-858.

  • 37X. Fan, I. Grama, Q. Liu.

    Exponential inequalities for martingales with applications, in: Electronic Journal of Probability, January 2015, vol. 20, pp. 1 - 22. [ DOI : 10.1214/EJP.v20-3496 ]

  • 38J. 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.

  • 39J. Lebovits, J. Lévy Véhel.

    White noise-based stochastic calculus with respect to multifractional Brownian motion, in: Stochastics An International Journal of Probability and Stochastic Processes, 2014, vol. 86, no 1, pp. 87-124.


Other Publications

References in notes
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    AIMD, Fairness and Fractal Scaling of TCP Traffic, in: INFOCOM'02, June 2002.
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    Second microlocalization and propagation of singularities for semilinear hyperbolic equations, in: Conf. on Hyperbolic Equations and Related Topics, 1984, pp. 11–49, Kata/Kyoto,Academic Press, Boston.
  • 47G. Brown, G. Michon, J. Peyrière.

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  • 48ESReDA.

    Uncertainty in Industrial Practice, a Guide to Quantitative Uncertainty Management, Wiley, 2009.
  • 49K. Falconer.

    The local structure of random processes, in: J. London Math. Soc., 2003, vol. 2, no 67, pp. 657–672.
  • 50K. Falconer.

    The multifractal spectrum of statistically self-similar measures, in: J. Theor. Prob., 1994, vol. 7, pp. 681–702.
  • 51A. Goldberger, L. A. N. Amaral, J. Hausdorff, P. Ivanov, C. Peng, H. Stanley.

    Fractal dynamics in physiology: Alterations with disease and aging, in: PNAS, 2002, vol. 99, pp. 2466–2472.
  • 52P. Ivanov, L. A. N. Amaral, A. Goldberger, S. Havlin, M. Rosenblum, Z. Struzik, H. Stanley.

    Multifractality in human heartbeat dynamics, in: Nature, June 1999, vol. 399.
  • 53S. Jaffard.

    Pointwise smoothness, two-microlocalization and wavelet coefficients, in: Publ. Mat., 1991, vol. 35, no 1, pp. 155–168.
  • 54H. Kempka.

    2-Microlocal Besov and Triebel-Lizorkin Spaces of Variable Integrability, in: Rev. Mat. Complut., 2009, vol. 22, no 1, pp. 227–251.
  • 55M. B. Marcus, J. Rosen.

    Markov Processes, Gaussian Processes and Local Times, Cambridge University Press, 2006.
  • 56G. Samorodnitsky, M. Taqqu.

    Stable Non-Gaussian Random Processes, Chapman and Hall, 1994.
  • 57S. Stoev, M. Taqqu.

    Stochastic properties of the linear multifractional stable motion, in: Adv. Appl. Probab., 2004, vol. 36, pp. 1085–1115.