1 citations · 1 across the 2 of their papers we have counts for
3 papers
cond-mat.stat-mech2009
Levy solutions of a randomly forced Burgers equation
Marie-Line Chabanol, Jean Duchon
We consider the one dimensional Burgers equation forced by a brownian in space and white noise in time process , with $2E(f(x,t)f(y,s)) = (|…
q-fin.ST2008★ 1 cited
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,…
nlin.CD2003
Markovian solutions of inviscid Burgers equation
Marie-Line Chabanol, Jean Duchon
For solutions of (inviscid, forceless, one dimensional) Burgers equation with random initial condition, it is heuristically shown that a stationary Feller-Markov property (with res…