Publications HAL de Erick Herbin

2022

Journal articles

titre
Regularity of an abstract Wiener integral
auteur
Brice Hannebicque, Erick Herbin
article
Stochastic Processes and their Applications, 2022, 154, pp.154-196. ⟨10.1016/j.spa.2022.09.002⟩
Accès au bibtex
BibTex

2016

Journal articles

titre
Local Hölder regularity for set-indexed processes
auteur
Erick Herbin, Alexandre Richard
article
Israel Journal of Mathematics, 2016, 215 (1), pp.397 - 440. ⟨10.1007/s11856-016-1382-x⟩
Accès au bibtex
https://arxiv.org/pdf/1203.0750 BibTex

2014

Journal articles

titre
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
auteur
Joachim Lebovits, Jacques Lévy Véhel, Erick Herbin
article
Stochastic Processes and their Applications, 2014, 124, pp.678-708. ⟨10.1016/j.spa.2013.09.004⟩
Accès au texte intégral et bibtex
https://inria.hal.science/hal-00653808/file/Stochastic_Calculus_revised_version_02_09_2013_Lebovits_Levy_Vehel.pdf BibTex

2013

Journal articles

titre
From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields
auteur
Erick Herbin, Benjamin Arras, Geoffroy Barruel
article
ESAIM: Probability and Statistics, 2013, 28p. ⟨10.1051/ps/2013044⟩
Accès au bibtex
https://arxiv.org/pdf/1206.0605 BibTex
titre
The set-indexed Lévy process: Stationarity, Markov and sample paths properties
auteur
Erick Herbin, Ely Merzbach
article
Stochastic Processes and their Applications, 2013, 123, pp.1638-1670. ⟨10.1016/j.spa.2013.01.001⟩
Accès au bibtex
https://arxiv.org/pdf/1108.0873 BibTex