51 citations · 59 across the 5 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2022
Feller and ergodic properties of jump-move processes with applications to interacting particle systems
Ronan Le Guével, Frédéric Lavancier, Emilien Manent
We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution o…
math.PR2009★ 51 cited
Covariance function of vector self-similar process
Frédéric Lavancier, Anne Philippe, Donatas Surgailis
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.