J. L. Véhel

activity

20082018

most citedMultifractional, multistable, and other processes with prescribed local form

30 citations · 30 across the 4 of their papers we have counts for

collaborators

Showing math.PRShow all

3 papers · 1 filter

math.PR2018

Self-stabilizing processes based on random signs

K. J. Falconer, J. Lévy Véhel

A self-stabilizing processes ${Z (t), t \in [t_{0}, t_{1})}$ is a random process which when localized, that is scaled to a fine limit near a given $t \in [t_{0}, t_{1})$ , has the distribution…

math.PR2018

Self-stabilizing processes

K. J. Falconer, J. Lévy Véhel

We construct `self-stabilizing' processes {Z(t), t $\in [t_{0}, t_{1})$ }. These are random processes which when `localized', that is scaled around t to a fine limit, have the distributi…

math.PR2008★ 30 cited

Multifractional, multistable, and other processes with prescribed local form

K. J. Falconer, J. Levy Vehel

We present a general method for constructing stochastic processes with prescribed local form. Such processes include variable amplitude multifractional Brownian motion, multifracti…