182 citations · 220 across the 7 of their papers we have counts for
7 papers
Topography of (exo)planets
François Landais, Frederic Schmidt, Shaun Lovejoy
Current technology is not able to map the topography of rocky exoplanets, simply because the objects are too faint and far away to resolve them. Nevertheless, indirect effect of to…
Multifractal topography of several planetary bodies in the Solar System
François Landais, Frédéric Schmidt, Shaun Lovejoy
Topography is the expression of both internal and external processes of a planetary body. Thus hypsometry (the study of topography) is a way to decipher the dynamic of a planet. Fo…
Fractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises
D. Schertzer, M. Larchev, J. Duan +2
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional…
Multifractal fluctuations in finance
F. Schmitt, D. Schertzer, S. Lovejoy
We consider the structure functions S^(q)(T), i.e. the moments of order q of the increments X(t+T)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S^(q…
Generalized Stable Multivariate Distribution and Anisotropic Dilations
D. Schertzer, M. Larcheveque, J. Duan +1
After having closely re-examined the notion of a Lévy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. In…
Fractional Fokker-Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises
D. Schertzer, M. Larchevêque, J. Duan +2
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical an…