| 2017-2021
|
Fractal dimensions of stochastic processes defined by scaling limits |
|
(A. Bois-Verdière, Research program of ECP). |
| |
| 2016-2020
|
Packing dimension of fractional processes |
|
(F. Bencherif, Research program of ECP). |
| |
| 2016-2019
|
Scaling limits and random matrices |
|
(T. Pham-Mariotti, Research program of ECP). |
| |
| 2016-2019
|
Hausdorff dimension of tangent stochastic processes |
|
(L. Gradt, Research program of ECP). |
| |
| 2015-2019
|
Link between local regularity of stochastic processes and Hausdorff dimension of their graph |
|
(J. Devianne, Research program of ECP). |
| |
| 2015-2016
|
Definition of set-indexed stochastic processes from projections on flows |
|
(Y. Thanwerdas, Research program of ECP). |
| |
| 2015-2016
|
Scaling limits and local regularity of stochastic processes |
|
(A. Bernardi, 3rd year student of Ecole Polytechnique). |
| |
| 2013-2017
|
Geometric properties of generalized stochastic processes |
|
(B. Hannebicque, Research program of ECP). |
| |
| 2013-2014 |
Hausdorff dimension of stochastic processes defined as Wiener integrals. |
| |
| 2012-2013 |
Integral representation of stationary processes indexed by functions, |
|
Hausdorff dimension of level sets of non-stationary Gaussian processes, |
|
Hausdorff dimension of Wiener integrals. |
| |
2010-2011 |
Geometrical properties of set-indexed Brownian motion, |
|
Hausdorff dimension of irregular multifractional Brownian motion, |
|
Convergence of discrete stochastic processes to fractional Brownian motion. |
| |
2009-2010 |
2-microlocal analysis of semi-martingales, |
|
Sample paths properties of irregular multifractional Brownian motion. |
| |
2008-2009 |
Local times and sample paths properties of Gaussian processes, |
|
Holder regularity and Hausdorff dimension of Gaussian processes. |
| |
| 2006-2008 |
Several projects on advanced probability. |