Université Paris-Est Université Paris-Est - Marne-la-Vallée Université Paris-Est - Créteil Val-de-Marne Centre National de la Recherche Scientifique

Multifractal and Stochastic Processes

Site: 
Date: 
11/02/2015 - 11:00
Salle: 
4B08R
Orateur: 
YANG Xiaochuan
Résumé: 

We give an introduction to the theory of multifractals in the domain of stochastic processes, with an emphasis on the processes with jump. It turns out that multifractal analysis is a relevant approach to understand the sample paths properties.