26 citations · 93 across the 13 of their papers we have counts for
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math.PR2006★ 26 cited
Random rewards, fractional Brownian local times and stable self-similar processes
Serge Cohen, Gennady Samorodnitsky
We describe a new class of self-similar symmetric -stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning ra…
math.PR2006★ 14 cited
Invariance principle, multifractional Gaussian processes and long-range dependence
Serge Cohen, Renaud Marty
This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $…