Some Markov properties of stochastic differential equations with jumps
Editorial - Spring School Mons Random differential equations and gaussian fields
Invariance principle, multifractional gaussian processes and long-range dependence
This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.
Non-symmetric approximations for manifold-valued semimartingales
Second conference on self-similarity and applications
Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group
Régularisation d'équations de Stratonovitch à sauts entre variétés
Singularity functions for fractional processes : application to the fractional brownian sheet
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