Article (Périodiques scientifiques)
Numerical simulation of Generalized Hermite Processes
Ayache, Antoine; Hamonier, Julien; Loosveldt, Laurent
In press • In Annals of Applied Probability
Article (Périodiques scientifiques)
Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
Loosveldt, Laurent ; Nachit, Yassine; Nourdin, Ivan et al.
In press • In Proceedings of the American Mathematical Society
Article (Périodiques scientifiques)
Modified weighted power variations of the Hermite process and applications to integrated volatility
Ayache, Antoine; Loosveldt, Laurent ; Tudor, Ciprian
2026 • In Stochastic Processes and Their Applications, 199
Article (Périodiques scientifiques)
On the Fractal Properties of Generalized Cantor Sets and Devil's Staircase Functions
Devos, Thomas ; Loosveldt, Laurent ; Nicolay, Samuel
2025 • In European Journal of Mathematics, 11
Article (Périodiques scientifiques)
Modified wavelet variation for the Hermite processes
Loosveldt, Laurent ; Tudor, Ciprian A.
2025 • In Electronic Journal of Statistics, 19 (2025), p. 2411–2455
Article (Périodiques scientifiques)
Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence
Ayache, Antoine; Hamonier, Julien; Loosveldt, Laurent
2025 • In Constructive Approximation, 61 (3), p. 535-601
Article (Périodiques scientifiques)
On the pointwise regularity of the Multifractional Brownian Motion and some extensions
Esser, Céline ; Loosveldt, Laurent
2024 • In Theory of Probability and Mathematical Statistics, 110, p. 55-73
Article (Périodiques scientifiques)
Multifractional Hermite processes: Definition and first properties
Loosveldt, Laurent
2023 • In Stochastic Processes and Their Applications, 165 (C), p. 465-500
Article (Périodiques scientifiques)
Some Prevalent Sets in Multifractal Analysis: How Smooth is Almost Every Function in $T_p^\alpha (x)$
Loosveldt, Laurent ; Nicolay, Samuel
2022 • In Journal of Fourier Analysis and Applications, 28 (4)
Article (Périodiques scientifiques)
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Daw, Lara; Loosveldt, Laurent
2022 • In Electronic Journal of Probability, 27 (none)
Article (Périodiques scientifiques)
Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions
Esser, Céline ; Loosveldt, Laurent
2022 • In ALEA: Latin American Journal of Probability and Mathematical Statistics, 19, p. 1471–1495
Article (Périodiques scientifiques)
Generalized spaces of pointwise regularity: toward a general framework for the WLM
Loosveldt, Laurent ; Nicolay, Samuel
2021 • In Nonlinearity, 34, p. 6561-6586
Article (Périodiques scientifiques)
Fonctions continues mais dérivables nulle part : de l’effroi au printemps de l’analyse multifractale
Loosveldt, Laurent
2021 • In Bulletin de la Société Royale des Sciences de Liège, 90, p. 49-71
Article (Périodiques scientifiques)
Continuously Differentiable Functions on Compact Sets
Loosveldt, Laurent ; Wengenroth, Jochen; Frerick, Leonhard
2020 • In Results in Mathematics, 75 (4)
Article (Périodiques scientifiques)
Generalized T_u^p spaces: On the trail of Calderón and Zygmund
Loosveldt, Laurent ; Nicolay, Samuel
2020 • In Dissertationes Mathematicae, 554
Article (Périodiques scientifiques)
Some equivalent definitions of Besov spaces of generalized smoothness
Loosveldt, Laurent ; Nicolay, Samuel
2019 • In Mathematische Nachrichten, 292 (10), p. 2262-2282
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