Laurent Loosveldt
- Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence
2023/03/09 by Antoine Ayache, Julien Hamonier, Ayache, Antoine +3 · 3 citations
Economics, Econometrics and Finance · #42C40 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary: 60G18 #Probability (math.PR) #Stochastic processes and financial applications #secondary: 41A58
- Multifractional Hermite processes: definition and first properties
2023/03/08 by Laurent Loosveldt, Loosveldt, Laurent · 2 citations
Decision Sciences · Physics and Astronomy · #26A15 #28A78 #60G17 #60G20 #60H05 #60H07 #Advanced Fiber Laser Technologies #Advanced Mathematical Theories and Applications #FOS: Mathematics #Probability (math.PR) #Scientific Measurement and Uncertainty Evaluation
- Generalized spaces of pointwise regularity: To a general framework for the WLM
2019/10/07 by Laurent Loosveldt, Loosveldt, Laurent, Samuel Nicolay +1 · 1 citation
Computer Science · Mathematics · #26A16 #28A78 #42C40 #Advanced Data Compression Techniques #FOS: Mathematics #Functional Analysis (math.FA) #Image and Signal Denoising Methods #Mathematical Analysis and Transform Methods
- Modified wavelet variation for the Hermite processes
2024/03/08 by Laurent Loosveldt, Ciprian A. Tudor, Loosveldt, Laurent +1 · 2 citations
Computer Science · Mathematics · #60F05 #60F05. 60G18 #60G18 #60H05 #60H07 #62F12 #FOS: Mathematics #Image and Signal Denoising Methods #Mathematical Analysis and Transform Methods #Probability (math.PR) #Statistics Theory (math.ST)
- Numerical simulation of Generalized Hermite Processes
2025/03/31 by Antoine Ayache, Julien Hamonier, Ayache, Antoine +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #41A58 #42C40 #60G18 #60G22 #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Analysis and Transform Methods #Probability (math.PR) #Stochastic processes and financial applications