Recherche - Archive ouverte HAL Accéder directement au contenu

Filtrer vos résultats

14 résultats
Image document

Stochastic 2 micro-local analysis

Erick Herbin , Jacques Lévy Véhel
Stochastic Processes and their Applications, 2009, 119 (7), pp.2277-2311. ⟨10.1016/j.spa.2008.11.005⟩
Article dans une revue inria-00538965v1

Stochastic 2-microlocal analysis

Erick Herbin , Jacques Lévy-Véhel
Stochastic Processes and their Applications, 2009, 119, pp.2277-2311
Article dans une revue hal-00862545v1

A set-indexed fractional Brownian motion

E. Merzbach , Erick Herbin
Journal of Theoretical Probability, 2006, 19 (2), pp.337-364
Article dans une revue hal-00652069v1

From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions

Erick Herbin
Rocky Mountain Journal of Mathematics, 2006, 36 (4), pp.1249-1284
Article dans une revue hal-00862548v1

A set-indexed Ornstein-Uhlenbeck process

Paul Balança , Erick Herbin
Electronic Communications in Probability, 2012, 17 (39), pp.1-14. ⟨10.1214/ECP.v17-1903⟩
Article dans une revue hal-00734421v1

Local Hölder regularity for set-indexed processes

Erick Herbin , Alexandre Richard
Israel Journal of Mathematics, 2016, 215 (1), pp.397 - 440. ⟨10.1007/s11856-016-1382-x⟩
Article dans une revue hal-00862539v1

2-microlocal analysis of martingales and stochastic integrals

Paul Balança , Erick Herbin
Stochastic Processes and their Applications, 2012, 122, pp.2346-2382. ⟨10.1016/j.spa.2012.03.011⟩
Article dans une revue hal-00734418v1

The Multiparameter Fractional Brownian Motion

Erick Herbin , Ely Merzbach
Math Everywhere: deterministic and stochastic modelling in biomedicine, economics and industry, 2006, Italy. pp.93-101
Communication dans un congrès hal-00652075v1
Image document

Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions

Joachim Lebovits , Jacques Lévy Véhel , Erick Herbin
Stochastic Processes and their Applications, 2014, 124, pp.678-708. ⟨10.1016/j.spa.2013.09.004⟩
Article dans une revue hal-00653808v6

A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths

Erick Herbin , Ely Merzbach
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2006, 343, pp.767-772
Article dans une revue hal-00652070v1

The set-indexed Lévy process: Stationarity, Markov and sample paths properties

Erick Herbin , Ely Merzbach
Stochastic Processes and their Applications, 2013, 123, pp.1638-1670. ⟨10.1016/j.spa.2013.01.001⟩
Article dans une revue hal-00862541v1

From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields

Erick Herbin , Benjamin Arras , Geoffroy Barruel
ESAIM: Probability and Statistics, 2013, 28p. ⟨10.1051/ps/2013044⟩
Article dans une revue hal-00862543v1
Image document

From N parameter fractional Brownian motions to N parameter multifractional Brownian motions

Erick Herbin
Rocky Mountain Journal of Mathematics, 2006, 36 (4), pp.1249-1284
Article dans une revue hal-00539236v1

Stationarity and Self-similarity Characterization of the Set-indexed Fractional Brownian Motion

Erick Herbin , Ely Merzbach
Journal of Theoretical Probability, 2009, 22 (4), pp.1010-1029. ⟨10.1007/s10959-008-0180-8⟩
Article dans une revue hal-00652063v1