E-LIB Suche - Ergebnisse für: Lévy Véhel, J.

1

Explicit and combined estimators for parameters of stable d..:

Lévy Véhel, J. ; Philippe, A. ; Robet, C.
Statistics. 55 (2021) 4 - p. 736-764 , 2021

Link: https://doi.org/10.1080/..

2

Hausdorff, large deviation and Legendre multifractal spectr..:

Le Guével, R. ; Lévy Véhel, J.
Stochastic Processes and their Applications. 130 (2020) 4 - p. 2032-2057 , 2020

Link: https://doi.org/10.1016/..

3

Self-stabilizing processes:

Falconer, K. J. ; Lévy Véhel, J.
Stochastic Models. 34 (2018) 4 - p. 409-434 , 2018

Link: https://doi.org/10.1080/..

4

Self-Stabilizing Processes Based on Random Signs:

Falconer, K. J. ; Lévy Véhel, J.
Journal of Theoretical Probability. 33 (2018) 1 - p. 134-152 , 2018

Link: https://doi.org/10.1007/..

5

A CONDITIONAL EQUITY RISK MODEL FOR REGULATORY ASSESSMENT:

Floryszczak, A. ; Lévy Véhel, J. ; Majri, M.
ASTIN Bulletin. 49 (2018) 1 - p. 217-242 , 2018

Link: https://doi.org/10.1017/..

6

Beyond multifractional Brownian motion: new stochastic mode..:

Lévy Véhel, J.
Nonlinear Processes in Geophysics. 20 (2013) 5 - p. 643-655 , 2013

Link: https://doi.org/10.5194/..

7

A Ferguson-Klass-LePage series representation of multistabl..:

LE GUÉVEL, R. ; LÉVY VÉHEL, J.
Bernoulli. 18 (2012) 4 - p. 1099-1127 , 2012

Link: https://www.jstor.org/st..

8

Multifractional, Multistable, and Other Processes with Pres..:

Falconer, K. J. ; Lévy Véhel, J.
Journal of Theoretical Probability. 22 (2008) 2 - p. 375-401 , 2008

Link: https://doi.org/10.1007/..

9

Construction of Continuous Functions with Prescribed Local ..:

Daoudi, K. ; Lévy Véhel, J. ; Meyer, Y.
Constructive Approximation. 14 (1997) 3 - p. 349-385 , 1997

Link: https://doi.org/10.1007/..

10

General Transfer Formula for Stochastic Integral with Respe..:

Bender, Christian ; Lebovits, Joachim ; Lévy Véhel, Jacques
Journal of Theoretical Probability. 37 (2023) 1 - p. 905-932 , 2023

Link: https://doi.org/10.1007/..

11

Regulation Risk:

Le Courtois, Olivier ; Lévy Véhel, Jacques ; Walter, Christian Pierre
North American Actuarial JournalVol. 24, N°3, p. 463–474, 2020. , 2019

Link: https://ssrn.com/abstrac..

12

Stochastic integration with respect to multifractional Brow..:

Lebovits, Joachim ; Lévy Véhel, Jacques ; Herbin, Erick
Stochastic Processes and their Applications. 124 (2014) 1 - p. 678-708 , 2014

Link: https://doi.org/10.1016/..

13

White noise-based stochastic calculus with respect to multi..:

Lebovits, Joachim ; Lévy véhel, Jacques
Stochastics. 86 (2013) 1 - p. 87-124 , 2013

Link: https://doi.org/10.1080/..

14

Large Deviation Multifractal Analysis of a Class of Additiv..:

Levy Vehel, Jacques ; Rams, Michal
IEEE/ACM Transactions on Networking. 21 (2013) 4 - p. 1309-1321 , 2013

Link: https://doi.org/10.1109/..

15

On Two Multistable Extensions of Stable Lévy Motion and The..:

Le Guével, Ronan ; Lévy Véhel, Jacques ; Liu, Lining
Journal of Theoretical Probability. 28 (2013) 3 - p. 1125-1144 , 2013

Link: https://doi.org/10.1007/..