26 citations · 93 across the 13 of their papers we have counts for
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math.PR2009
Modeling and simulation with operator scaling
Serge Cohen, Mark M. Meerschaert, Jan Rosinski
Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper dev…
math.PR2009★ 18 cited
Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations
Serge Cohen, Fabien Panloup
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functio…