142 citations · 833 across the 42 of their papers we have counts for
4 papers · 2 filters
Scaling limits for symmetric Ito-Levy processes in random medium
Remi Rhodes, Vincent Vargas
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We s…
KPZ formula for log-infinitely divisible multifractal random measures
Rémi Rhodes, Vincent Vargas
We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in \cite{bacry} . If M is a non degenerate multifractal measure with asso…
Hydrodynamic turbulence and intermittent random fields
Raoul Robert, Vincent Vargas
In this article, we construct two families of nonsymmetrical multifractal fields. One of these families is used for the modelization of the velocity field of turbulent flows.
Gaussian Multiplicative Chaos revisited
Raoul Robert, Vincent Vargas
In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function…