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A general framework for simulation of fractional fields
Serge Cohen
,
Céline Lacaux
,
Michel Ledoux
Stochastic Processes and their Applications, 2008, 118 (9), pp.1489--1517
Article dans une revue
hal-00142691v1
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Regularity and identification of Generalized Multifractional Gaussian Processes
Antoine Ayache
,
Albert Benassi
,
Serge Cohen
,
Jacques Lévy Véhel
Article dans une revue
istex
inria-00576446v1
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Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
Serge Cohen
,
Jan Rosinski
Article dans une revue
hal-00635568v1
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Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
Serge Cohen
,
M.A. Lifshits
Article dans une revue
hal-00876407v1
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Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
Serge Cohen
,
Clément Dombry
J. Math. Kyoto Univ., 2009, Vol 49 (No 2), pp.267-286
Article dans une revue
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Diffusivity of a random walk on random walks
Emmanuel Boissard
,
Serge Cohen
,
Thibault Espinasse
,
James Norris
Random Structures and Algorithms, 2015, 47 (2), pp.267-283
Article dans une revue
hal-01974253v1
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Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Serge Cohen
,
Fabien Panloup
,
Samy Tindel
Article dans une revue
hal-00754368v2
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Selfdecomposability of moving average fractional Levy processes
Serge Cohen
,
Makoto Maejima
Article dans une revue
istex
hal-00666811v1
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The covariance structure of multifractional Brownian motion, with application to long range dependence
Antoine Ayache
,
Serge Cohen
,
Jacques Lévy Véhel
2000 IEEE International Conference on Acoustics, Speech, and Signal Processing - ICASSP 2000, 2000, Istanbul, Turkey. ⟨10.1109/ICASSP.2000.860233⟩
Communication dans un congrès
inria-00581032v1
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A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
Serge Cohen
,
Alexander Lindner
Article dans une revue
hal-00708264v1
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Adaptive sequential design for regression on multi-resolution bases
Serge Cohen
,
Sébastien Dejean
,
Sébastien Gadat
Article dans une revue
hal-00714865v1
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Invariance principle, multifractional Gaussian processes and long-range dependence
Serge Cohen
,
Renaud Marty
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2008, 44 (3), pp.475-489. ⟨10.1214/07-AIHP127⟩
Article dans une revue
hal-00635006v1
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Lévy Matters II
Serge Cohen
,
Alexey Kuznetsov
,
Andreas Kyprianou
,
Víctor Manuel Rivero
Ouvrages
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Description d'un système de gestion en temps réel et en mode conversationnel du dossier médical
Serge Cohen
Modélisation et simulation. Université Joseph-Fourier - Grenoble I, 1970. Français. ⟨NNT : ⟩
Thèse
tel-00282277v1
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Fractional Fields and Applications
Serge Cohen
,
Jacques Istas
Ouvrages
hal-00871783v1
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Adaptive sequential design for regression on Schauder Basis
Serge Cohen
,
Sébastien Gadat
2008
Pré-publication, Document de travail
hal-00358727v1
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Singularity functions for fractional processes : application to the fractional Brownian sheet
Serge Cohen
,
Xavier Guyon
,
Olivier Perrin
,
Monique Pontier
Article dans une revue
hal-00272022v1
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Identification of an isometric transformation of the standard brownian sheet
Serge Cohen
,
Xavier Guyon
,
Olivier Perrin
,
Monique Pontier
Article dans une revue
hal-00271988v1
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LAN property for some fractional type Brownian motion
Serge Cohen
,
Fabrice Gamboa
,
Céline Lacaux
,
Jean-Michel Loubes
Article dans une revue
hal-00638121v1
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Tail behavior of random products and stochastic exponentials
Serge Cohen
,
Thomas Mikosch
Article dans une revue
istex
hal-00625304v1
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On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion
Serge Cohen
,
Mario Wschebor
Article dans une revue
istex
hal-00629537v1
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Intranuclear expression of progesterone receptors in smooth muscle cells of renovascular fibromuscular dysplasia: a pilot study
François Silhol
,
Gabrielle Sarlon-Bartoli
,
Jean Michel Bartoli
,
Serge Cohen
,
Hubert Lepidi
,
et al.
Article dans une revue
hal-01414332v1
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Preface
Dominique Bakry
,
Serge Cohen
,
Martin Hairer
,
Jean-Michel Roquejoffre
Annales de la Faculté des Sciences de Toulouse. Mathématiques., 2017, 26 (4), pp.1-2
Article dans une revue
hal-01974259v1
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Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations
Serge Cohen
,
Fabien Panloup
Article dans une revue
hal-00441180v2
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Diffusivity of a random walk on random walks
Emmanuel Boissard
,
Serge Cohen
,
Thibault Espinasse
,
James Norris
2012
Pré-publication, Document de travail
hal-00742938v1
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Modeling and simulation with operator scaling
Serge Cohen
,
Mark M. Meerschaert
,
Jan Rosinski
Article dans une revue
hal-00629535v1
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Effective discrepancy and numerical experiments
Suzanne Varet
,
Sidonie Lefebvre
,
Gérard Durand
,
Antoine Roblin
,
Serge Cohen
Article dans une revue
istex
hal-00942950v1
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Fractional Lévy fields
Serge Cohen
Chapitre d'ouvrage
istex
hal-00955827v1
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