Erick Herbin
erick.herbin [at] centralesupelec.fr
Résumé :
- Professeur
Mots clés :
- Mathématiques, probabilités, processus stochastiques, théorie de la mesure, régularité höldérienne
Publications :
- Article in a review - 13 documents
- Erick Herbin, Alexandre Richard. Local Hölder regularity for set-indexed processes, 2016-09. (https://hal.science/hal-00862539)
- Joachim Lebovits, Jacques Lévy Véhel, Erick Herbin. Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions, 2014. (https://inria.hal.science/hal-00653808v6)
- Erick Herbin, Benjamin Arras, Geoffroy Barruel. From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields, 2013. (https://hal.science/hal-00862543)
- Erick Herbin, Ely Merzbach. The set-indexed Lévy process: Stationarity, Markov and sample paths properties, 2013. (https://hal.science/hal-00862541)
- Paul Balança, Erick Herbin. A set-indexed Ornstein-Uhlenbeck process, 2012. (https://centralesupelec.hal.science/hal-00734421)
- Paul Balança, Erick Herbin. 2-microlocal analysis of martingales and stochastic integrals, 2012. (https://centralesupelec.hal.science/hal-00734418)
- Erick Herbin, Jacques Lévy Véhel. Stochastic 2 micro-local analysis, 2009. (https://inria.hal.science/inria-00538965)
- Erick Herbin, Ely Merzbach. Stationarity and Self-similarity Characterization of the Set-indexed Fractional Brownian Motion, 2009. (https://centralesupelec.hal.science/hal-00652063)
- Erick Herbin, Jacques Lévy-Véhel. Stochastic 2-microlocal analysis, 2009. (https://hal.science/hal-00862545)
- Erick Herbin, Ely Merzbach. A Characterization of the Set-indexed Fractional Brownian Motion by Increasing Paths, 2006. (https://centralesupelec.hal.science/hal-00652070)
- Erick Herbin. From N parameter fractional Brownian motions to N parameter multifractional Brownian motions, 2006. (https://hal.science/hal-00539236)
- E. Merzbach, Erick Herbin. A set-indexed fractional Brownian motion, 2006. (https://centralesupelec.hal.science/hal-00652069)
- Erick Herbin. From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions, 2006. (https://hal.science/hal-00862548)
- Communication on a congress - 1 document
- Erick Herbin, Ely Merzbach. The Multiparameter Fractional Brownian Motion, 2006. (https://centralesupelec.hal.science/hal-00652075)