43 citations · 87 across the 4 of their papers we have counts for
4 papers
A Stochastic Representation of the Local Structure of Turbulence
Laurent Chevillard, Raoul Robert, Vincent Vargas
Based on the mechanics of the Euler equation at short time, we show that a Recent Fluid Deformation (RFD) closure for the vorticity field, neglecting the early stage of advection o…
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…
Forecasting volatility with the multifractal random walk model
Jean Duchon, Raoul Robert, Vincent Vargas
We study the problem of forecasting volatility for the multifractal random walk model. In order to avoid the ill posed problem of estimating the correlation length T of the model,…