Serge Cohen
Office: 215 b
bâtiment 1R1 2ème étage
Phone number: +33 (0)5 61 55 76 85
Fax number: +33 (0)5 61 55 60 89
Postal address :
Laboratoire de Statistique et Probabilités
Université Paul Sabatier
118, Route de Narbonne
31062 TOULOUSE Cedex 4 FRANCE
Vitae
- Habilitation thesis
"Différentes
études
en géométrie et en probabilités : des
mathématiques
vers les applications" defended on December the 17 th, 1998
in Versailles
- University , directed by S. Jaffard, with committee members D. Elworthy,
M.
Emery, S. Jaffard, M. Ledoux, J.
Picard,
A. Rouault, and B. Roynette.
Publications :
- Note au
Compte Rendu de l'Académie
des Sciences
t 314 Série 1 p 767-770,1992 : Géométrie
différentielle
stochastique avec sauts.
- Note au
Compte Rendu de l'Académie
des Sciences
t 319 Série 1 p 877-880,1994 : Identification de processus
gaussiens
elliptiques with A. Benassi
et S. Jaffard.
- Some
Markov properties of Stochastic Differential Equations with jumps,
1995, Séminaire
de Probabilités XXIX.
- Géométrie
différentielle stochastique
avec sauts 1, 1996, Stochastics and Stochastics
Reports 56 p 179-203.
- Géométrie
différentielle stochastique
avec sauts 2 : discrétisations et applications, 1996, Stochastics and Stochastics
Reports 56 p 205-225.
- Identification
of Elliptic Gaussian Random Processes,
1997, with A. Benassi,
J. Istas et S. Jaffard,
in Fractal in Engineering, Arcachon 1997, J. Lévy-Véhel and
C. Tricot eds. Springer Verlag.
- Stochastic
Parallel Transport Along Levy Flows
of Diffeomorphisms, with
D. Applebaum, 1997, Journal of
Mathematical
Analysis and Applications 207, 496-505.
- Régularisation
d'équations
de Stratonovich
à sauts entre variétés, 1998, with
A. Estrade, Annales de la Faculté des sciences de Toulouse
mathématiques,
vol. VII, no
2 p 233-265.
- Identification
of filtered white
noises, with A. Benassi,
J. Istas et S. Jaffard Stochastic Processes and their
applications 75(1998) 31-49.
- Identifying
the multifractional function of a Gaussian
process, with A. Benassi et
J. Istas Statistics and probability
letters
39 (1998) 337-345.
- Sharp asymptotics
for the multidimensional KPP equation, with S. Rossignol
Stochastic Processes and their applications 83 (1999) 237-255.
- From
self-similarity to local self-similarity :
the
estimation problem, Fractal in Engineering, Delft
1999, J. Lévy-Véhel and
C.
Tricot eds. Springer Verlag.
- Identification
d'un processus
gaussien multifractionnaire
avec des ruptures sur la fonction d'échelle, 1999, with
A. Benassi, P. Bertrand and
J. Istas
note au CRAS Série I, tome 329, p.435-440, (1999).
- Non-symmetric
approximations for manifold-valued semimartingales,
2000, with A. Estrade Annales de l'IHP
36 (2000) 45-70.
- The covariance
structure of multifractional Brownian
motion, with application to long
range dependence
in les actes de la conférence ICASSP, Istambul
Juin 2000 with A. Ayache, and Jacques Lévy Véhel.
- Identification
of the Hurst
exponent of a Step Multifractional
Brownian motion, with A. Benassi,
P. Bertrand and J. Istas
Statistical Inference for Stochastic Processes 3 101-111, 2000.
- Rédaction
d'un chapitre
intitulé
"Champs localement auto-similaires",
2002,
in "Lois d'échelle, fractales et ondelettes
1." Eds. P. Abry,
P. Goncalvès, J.
Lévy Véhel.
- Identification and properties
of Real Harmonizable Fractional
Lévy Motions, 2002, with A. Benassi,
and J. Istas Bernoulli 8 (1) 97-115.
- Note au
Compte Rendu de l’Académie des Sciences Série I, tome
336, p.267-272 : Auto-similarité locale et dimension de
Hausdorff, 2003, with A. Benassi, and J. Istas,
- Regularity
and identification of Generalized Multifractional Gaussian Process,
2004, with A. Ayache, A. Benassi, and J. Lévy
Véhel, Séminaire de probabilités XXXVIII.
- On roughness
indexes for fractional fields, 2004, with A. Benassi, and J.
Istas Bernoulli 10(2) 357-373.
- Lévy
Processes, Pseudo-differential Operators and Dirichlet Forms in the
Heisenberg Group, 2004, with D. Applebaum Annales de
la Faculté des sciences de Toulouse vol. XIII, no 2 p
149-177.
- Small and
large scale behavior of the Poissonized Telecom Process, 2004,
with M. Taqqu, Methodology and Computing in Applied
Probability 6 (4): 363-379.
- Identification
of an isometric transformation of the standard Brownian sheet,
2005, with X. Guyon, O. Perrin, M. Pontier, to appear
in Journal of Statistical Planning and Inference.
- Singularity
functions for fractional processes, and application to fractional
Brownian sheet, 2005, with X. Guyon, O. Perrin, M. Pontier, to
appear in Annales de l’IHP.
Other articles
- Processus fractionnaires:
modèles et identification with A. Benassi,
and J. Istas in Matapli, 2003.
- Processus fractionnaires in Images
des Mathématiques, 2003.
Preprints :
- A general framework for simulation of
fractional fields with C. Lacaux and M. Ledoux.
File
in postscript
- Gaussian approximation of multivariate
Lévy processes with
applications to simulation of tempered and operator stable processes in
collaboration with J. Rosinski. File
in Pdf
- Random rewards, Fractional Brownian local times and stable self-similar processes in
collaboration with G. Samorodnitsky. File
in Pdf
Book in
preparation
- Fractional Gaussian processes :
models and statistical applications, with A. Benassi, et J.
Istas.
Editorial responsability :
Editor in chief of
Esaimps
Supervisor
- Phd thesis Laurence Maillard "Étude de semimartingales
générales sur des variétés", defended
December 2003.
- Phd thesis Céline Lacaux
"Champs
multifractionnaires" defended May 2004.
Céline Lacaux is assistant professor in Nancy
- Phd thesis Arnaud Begyn "Anisoropic
Gaussian fields" Begining October 2002
- Habilitation thesis Olivier
Perrin defence on Fall 2005.