REGULARITY Research team
Probabilistic modelling of irregularity and application to uncertainties management
- Leader : Jacques Lévy véhel
- Research center(s) : CRI Saclay - Île-de-France
- Field : Applied Mathematics, Computation and Simulation
- Theme : Stochastic approaches
- Partner(s) : Ecole Centrale Paris
- Collaborator(s) : ECP
Team presentationThe aim of the Regularity team is to develop a coherent set of methods allowing to model essentially irregular phenomena (that is, phenomena where irregularity plays a functional role) in view of managing the uncertainties entailed by their irregularity.
On the theoretical side, our research focuses on the study of (local) regularity mostly in a probabilistic setting. Applications are in various fields where uncertainties need to be dealt with, such as biomedicine, pharmacodynamics, finance, ...
Research themesOur main research axes include the study of:
- the regularization dimension,
- stochastic 2-microlocal analysis,
- multifractal analysis,
- multifractional brownian motion,
- self-regulating processes,
- multistable processes,
- multiparameter processes,
- the design of complex systems,
- natural terrain modelling,
- ECG analysis,
- financial data analysis.
International and industrial relationsResearch grants: DIGITEO DIM, CSDL.
Industrial collaborations: DASSAULT, EADS.
Academic collaborations: St Andrews University, Bar Ilan University, IMPAN, Acadia University, Nantes University.