3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2016
Tempered Fractional Multistable Motion and Tempered Multifractional Stable Motion
Xiequan Fan, Jacques Lévy Véhel
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fract…
math.PR2015★ 3 cited
Multistable Lévy motions and their continuous approximations
Xiequan Fan, Jacques Lévy Véhel
Multistable Lévy motions are extensions of Lévy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently…
math.PR2014
Hausdorff, Large Deviation and Legendre Multifractal Spectra of Lévy Multistable Processes
Ronan Le Guével, Jacques Lévy Véhel
We compute the Hausdorff multifractal spectrum of two versions of multistable L{é}vy motions. These processes extend classical L{é}vy motion by letting the stability exponent e…