779 citations
- École PolytechniqueFR888 papers
- Centre National de la Recherche ScientifiqueFR309 papers
- Institut national de recherche en sciences et technologies du numériqueFR124 papers
- Université Paris-SaclayFR80 papers
- Centre de Recherche en Mathématiques de la DécisionFR50 papers
- Centre Inria de SaclayFR42 papers
- Institut Polytechnique de ParisFR40 papers
- Sorbonne UniversitéFR33 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR32 papers
- Laboratoire Jacques-Louis LionsFR32 papers
- Laboratoire de Mathématiques d'OrsayFR31 papers
- École Normale Supérieure - PSLFR30 papers
6 papers · 1 filter
Gauss-Manin systems, Brieskorn lattices and Frobenius structures (II)
Antoine Douai, Claude Sabbah
We give an explicit description of the canonical Frobenius structure attached (by the results of the first part of this article) to the polynomial f(u_0,...,u_n)=w_0u_0+...+w_nu_n…
Random versus deterministic exponents in a rich family of diffeomorphisms
Francois Ledrappier, Michael Shub, Carles Simo +1
We study, both numerically and theoretically, the relationship between the random Lyapunov exponent of a family of area preserving diffeomorphisms of the 2-sphere and the mean of t…
Log-infinitely divisible multifractal processes
E. Bacry, J. F. Muzy
We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a u…
Multifractal stationary random measures and multifractal random walks with log-infinitely divisible scaling laws
J. -F. Muzy, E. Bacry
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes gener…
The skewed multifractal random walk with applications to option smiles
B. Pochart, J. -P. Bouchaud
We generalize the construction of the multifractal random walk (MRW) due to Bacry, Delour and Muzy to take into account the asymmetric character of the financial returns. We show h…
Residue formulae for vector partitions and Euler-MacLaurin sums
Andras Szenes, Michele Vergne
Given a finite set of vectors spanning a lattice and lying in a halfspace of a real vector space, to each vector in this vector space one can associate a polytope consisting of…