26 citations · 93 across the 13 of their papers we have counts for
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math.PR2012
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Serge Cohen, Fabien Panloup, Samy Tindel
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationar…
math.PR2012★ 1 cited
Diffusivity of a random walk on random walks
Emmanuel Boissard, Serge Cohen, Thibault Espinasse +1
We consider a random walk with the constraint that each coordinate of the walk is at distance one from the following one. In th…
math.PR2012★ 4 cited
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
Serge Cohen, Alexander Lindner
In this article we consider Lévy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample…