9 citations · 16 across the 11 of their papers we have counts for
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math.PR2011★ 3 cited
The set-indexed Lévy process: Stationarity, Markov and sample paths properties
Erick Herbin, Ely Merzbach
We present a satisfactory definition of the important class of Lévy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-ind…
math.PR2011★ 9 cited
2-microlocal analysis of martingales and stochastic integrals
Paul Balança, Erick Herbin
Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential o…