Version en français.

• Research Interests

  • Multifractional and fractional fields.
  • Regularity of the trajectories.
  • Simulation.
  • Self-similarity.
  • Statistics.
  
  

• Publications

  • Real Harmonizable Multifractional Lévy Motions (pdf)
    Ann. Inst. Poincaré, Prob. Stat., 40(3):259--277, 2004.
  
  
  • Series Representation and Simulation of Multifractional Lévy Motions (pdf)
    Adv. Appl. Probab., 36(1):171-197, 2004.
  
  
  • Fields with exceptional tangent fields (pdf)
    J. Theor. Prob., 18(2):481-497, 2005.
  
  
  • Hurst exponent estimation of fractional Lévy Motions
    In collaboration with Jean-Michel Loubes.
    Alea 3, 143-164, 2007 (pdf)
  
  
  • A general framework for simulation of fractional fields
    In collaboration with Serge Cohen et Michel Ledoux.
    Stoch. Proc. Appl. 118(9), 1489-1517, 2008 (pdf)
  
  
  • Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields (pdf)
    
          In collaboration with Hermine Biermé et Yimin Xiao.
          Bull. London Math. Soc., 41(2), 253-273, 2009.
  
  
  • Hölder regularity for operator scaling stable random fields (pdf)
    In collaboration with Hermine Biermé.
    Stoch. Proc. Appl. 119(7), 2222-2248, 2009.
   
  • Multi-operator scaling random fields (pdf)
    In collaboration with Hermine Biermé et Hans-Peter Scheffler.
    Stoch. Proc. Appl., 121(11), 2642--2677, 2011
  
  
  • On locally self-similar random fields indexed by a manifold.
    In collaboration with Jacques Istas.   
    To appear in Stochastics, 2012.
    
    
  
  
  

• Preprint
  

  • LAN property for some fractional type Brownian motion (pdf)
          In collaboration with Serge Cohen, Fabrice Gamboa et Jean-Michel Loubes.
          Preprint 2011.
  
  
  • From invariance principles to a class of multifractional fields related to fractional sheets (pdf)
    
          In collaboration with Renaud Marty.
          Preprint 2011. 
  
  
  • From invariance principles to a class of multifractional fields related to fractional sheets (pdf)
    
          In collaboration with Aurélie Muller-Gueudin, Radu Ranta et Samy Tindel.
          Version de travail 2009. 
  




• Ph.D. Thesis

  Entitled Champs de Lévy multifractionnaires (pdf file).
  defended on May 24th, 2004, under the guidance of Professor Serge Cohen, in the Statistics an Probability Laboratory of Paul Sabatier University (Toulouse III).




• Seminars and conferences

  • Clermont-Ferrand, May 2002. Self Similarity And Applications Colloquium.
    Seminar entitled Real harmonizable Multifractionnal Lévy Motions. (ps.gz)
  • La Rochelle, September 2002. Journées de Probabilités.
    Seminar entitled Examples of multifractional fields.
  • Toulouse, October 2002.
    Seminar entitled Multifractional Lévy Motions.
  • Grenoble, November 2003. LMC.
    Seminar entitled Simulation des champs de Lévy multifractionnaires.
  • Toulouse, December 2003. LSP.
    Seminar entitled Simulation des champs de Lévy multifractionnaires.
  • Orléans, December 2003. MAPMO.
    Seminar entitled Simulation des champs de Lévy multifractionnaires.
  • Versailles, February 2004. LAMA.
    Seminar entitled Simulation des champs de Lévy multifractionnaires.
  • Luminy, March 2004. Workshop Power laws in probability and statistics.
    Seminar entitled Simulation of Multifractional Lévy Motions.
  • Orsay, April 2004.
    Seminar entitled Simulation des champs de Lévy multifractionnaires.
  • Aussois, April 2004. Colloque Jeunes probabilistes et statisticiens.
    Seminar entitled Champs de Lévy multifractionnaires.
  • Saint-Flour, July 2004. École d'été de Calcul des Probabilités.
    Seminar entitled Atypic examples of locally self-similar fields.
  • Nancy, September 2004. Journées MAS.
    Seminar entitled Simulation des champs de Lévy multifractionnaires.
  • Évry, October 2004.
    Seminar entitled Champs de Lévy multifractionnaires.
  • Clermont-Ferrand, December 2004.
    Seminar entitled Exemples atypiques de champs localement autosimilaires.
  • Manchester, January 2005. Fourth Symposium on Lévy Processes: Theory and Applications
    Poster entitled Examples of atypic locally self-similar fields.
  • Orléans, April 2005. MAPMO.
    Seminar entitled Exemples atypiques de champs localement autosimilaires.
  • Rennes, April 2005.
    Seminar entitled Champs de Lévy multifractionnaires.
  • Nancy, September 2005.
    Seminar entitled Champs de Lévy multifractionnaires.
  • Nancy, October 2005.
    Seminar entitled Exemples atypiques de champs localement autosimilaires.
  • Paris, March 2006. Journées Irrégularité des Processus Aléatoires.
    Seminar entitled Simulation de champs fractionnaires.
  • Toulouse, December 2006. Journée d'ouverture du projet GDSA.
    Seminar entitled Champs à autosimilarité matricielle.