Benjamin Arras
Ph.D Student
Email: | |
Phone: | +33 (0) 1 41 13 15 70 |
Address: | Labarotoire MAS (Bureau C419A) Ecole Centrale de Paris Grande Voie des Vignes F-92 295 CHÂTENAY-MALABRY Cedex France |
Research Areas
- Local regularity, wavelets, Hausdorff dimension;
- Multiple Wiener-Itô integrals, self-similar processes, Rosenblatt process;
- White noise analysis, stochastic calculus.
Curriculum vitae
here.
Publications
A white noise approach to stochastic integration with respect to the Rosenblatt process. |
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Benjamin Arras |
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Preprint 2013 (http://hal.inria.fr/hal-00862330) |
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On a class of self-similar processes with stationary increments in higher order Wiener chaoses. | |
Benjamin Arras |
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Preprint 2012 (http://hal.inria.fr/hal-00759165/) |
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Stochastic Processes and their Applications, volume 124, issue 7, July 2014, pages 2415-2441. |
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From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields. | |
Erick Herbin, Benjamin Arras and Geoffroy Barruel |
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ESAIM : Probability and Statistics (http://dx.doi.org/10.1051/ps/2013044) |
Talks
June 17-21, Journées de Probabilités, Orléans (France). Contributed talk : On a class of selfsimilar
2013 processes with stationary increments in higher order Wiener chaoses.