Publications

ArXiv papers

Journal papers


  • From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions, arXiv:math/0503182 [math.PR], Rocky Mountain J. of Math., Volume 36-4, 1249-1284, 2006
  • with E. Merzbach, A characterization of the set-indexed fractional Brownian motion by increasing paths, arXiv:math/0607575 [math.PR], C. R. Acad. Sci. Paris, Ser. I 343, 767-772, 2006
  • with E. Merzbach, Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion, arXiv:0706.3472 [math.PR], J. of Theor. Probab., Vol. 22(4), 1010-1029, 2009
  • with J. Lévy-Véhel, Stochastic 2-microlocal analysis, arXiv:math/0504551 [math.PR], Stoch. Proc. and their Appl., Vol. 119, 2277-2311, 2009
  • with P. Balanca, 2-microlocal analysis of martingales and stochastic integrals, arXiv:1107.6016 [math.PR], Stoch. Proc. and their Appl., Vol. 122, 2346-2382, 2012
  • with P. Balanca, A set-indexed Ornstein-Uhlenbeck process, arXiv:1203.5524 [math.PR], Electron. Commun. Probab., 17, no. 39, 1-14, 2012
  • with E. Merzbach, The set-indexed Lévy process: Stationarity, Markov and sample paths properties, arXiv:1108.0873 [math.PR], Stoch. Proc. and their Appl., Vol. 123, 1638-1670, 2013
  • with B. Arras and G. Barruel, From almost sure regularity to almost sure Hausdorff dimension for Gaussian fields, arXiv:1206.0605 [math.PR], ESAIM Probability and Statistics, Vol. 18, 418-440, 2014
  • with J. Lebovits and J. Lévy-Véhel, Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions, Stoch. Proc. and their Appl., Vol. 124, 678-708, 2014
  • with A. Richard, Local Hölder regularity for set-indexed processes, arXiv:1203.0750 [math.PR], Israel J. of Math., Vol. 215(1), 397-440, 2016

 

Conference papers


  • with E. Merzbach, The Multiparameter fractional Brownian motion, arXiv:math/0605279 [math.PR], in: Math Everywhere; G. Aletti, M. Burger, A. Micheletti, D. Morale (Eds.), Springer 2006
  • with J. Jakubowski, M. Ravachol and Q.V. Dinh, Management of uncertainties at the level of global design, In: Symposium "Computational Uncertainty" RTO AVT-147, Athens 2007
  • with F. Chalot, Q. V. Dinh, L. Martin, M. Ravachol and G. Rogé, Estimation of the impact of geometrical uncertainties on aerodynamic coefficients using CFD, In: 10th AIAA Non-Deterministic Approaches Conference, Schaumburg 2008
  • with Y. Deremaux, Q. V. Dinh and M. Ravachol, Uncertainties at the conceptual stage: Multilevel multidisciplinary design and optimization approach, In: 26th International Congress of the Aeronautical Sciences, Anchorage 2008
  • with Y. Deremaux, J. Négrier, N. Piétremont and M. Ravachol, Environmental MDO and uncertainty hybrid approach applied to a supersonic business jet, In: 12th AIAA/ISSMO Multidisciplinary Analysis and Optimization conference, Victoria 2008

 

Preprints


  • with Y. Xiao, Sample path properties on the multiparameter fractional Brownian motion, submitted

 

Works in progress...


  • Locally asymptotic self-similarity and Hölder regularity, in preparation
  • Local regularity of time-changed Brownian motion, in preparation
  • with B. Hannebicque and E. Merzbach, Integration and function-indexed stochastic processes, in preparation