Serge Cohen

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Transition of the simple random walk on the graph of the ice-model	2023-01-05	Paper
Diffusivity of a random walk on random walks	2015-10-12	Paper
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise	2014-02-07	Paper
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process	2014-01-20	Paper
LAN property for some fractional type Brownian motion	2013-12-09	Paper
Effective discrepancy and numerical experiments	2013-06-14	Paper
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres	2013-05-14	Paper
Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach	2013-04-09	Paper
Fractional fields and applications	2013-04-08	Paper
Adaptive sequential design for regression on multi-resolution bases	2012-12-07	Paper
Fractional Lévy Fields	2012-12-04	Paper
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.	2012-07-09	Paper
Approximation of stationary solutions of Gaussian driven stochastic differential equations	2011-11-10	Paper
Selfdecomposability of moving average fractional Lévy processes	2011-10-28	Paper
Conditional Density Estimation by Penalized Likelihood Model Selection and Applications	2011-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3078267	2011-02-18	Paper
On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion	2011-01-07	Paper
Modeling and simulation with operator scaling	2010-11-25	Paper
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions	2010-01-21	Paper
Invariance principle, multifractional Gaussian processes and long-range dependence	2009-10-08	Paper
A general framework for simulation of fractional fields	2008-09-29	Paper
Tail behavior of random products and stochastic exponentials	2008-03-12	Paper
Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes	2007-05-15	Paper
Random rewards, fractional Brownian local times and stable self-similar processes	2007-02-05	Paper
Identification of an isometric transformation of the standard Brownian sheet	2006-05-29	Paper
Singularity functions for fractional processes: application to the fractional Brownian sheet	2006-04-28	Paper
Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group	2005-09-15	Paper
On roughness indices for fractional fields	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4662411	2005-03-30	Paper
Small and large scale behavior of the Poissonized telecom process	2005-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4462456	2004-05-18	Paper
Identification d’un processus gaussien multifractionnaire avec des ruptures sur la fonction d’échelle	2003-10-20	Paper
Identification and properties of real harmonizable fractional Lévy motions	2003-02-13	Paper
Local self-similarity and the Hausdorff dimension	2003-01-01	Paper
Identification of the Hurst index of a step fractional Brownian motion	2002-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4495241	2001-08-02	Paper
Non-symmetric approximations for manifold-valued semimartingales.	2000-01-01	Paper
Identification of filtered white noises	1999-11-18	Paper
Regularization of the Stratonovich equations with jumps between manifolds	1999-10-10	Paper
Identifying the multifractional function of a Gaussian process	1999-03-02	Paper
Stochastic parallel transport along Lévy flows of diffeomorphisms	1998-01-22	Paper
Géométrie différentielle stochastique avec sauts 1	1997-12-14	Paper
Géométrie différentielle stochastique avec salts 2: discrétisation et applications des eds avec sacutes	1997-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4854285	1996-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4318939	1995-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q3992261	1992-08-13	Paper

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This page was built for person: Serge Cohen