14 citations · 14 across the 4 of their papers we have counts for
4 papers
Incremental moments and Hölder exponents of multifractional multistable processes
Ronan Le Guével, Jacques Lévy-Véhel
Multistable processes, that is, processes which are, at each "time", tangent to a stable process, but where the index of stability varies along the path, have been recently introdu…
A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes
Ronan Le Guével, Jacques Lévy-Véhel
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a co…
Localisable moving average stable and multistable processes
Kenneth Falconer, Ronan Le Guével, Jacques Lévy-Véhel
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a…
Stochastic 2-microlocal analysis
Erick Herbin, Jacques Lévy-Véhel
A lot is known about the Hölder regularity of stochastic processes, in particular in the case of Gaussian processes. Recently, a finer analysis of the local regularity of functions…