Multifractal random walks as fractional Wiener integrals. - Patrice Abry; Pierre Chainais; Laure Coutin; Vladas Pipiras (IEEE Trans. Inf. Theory, 2009)

Joint distribution of a Lévy process and its running supremum. - Laure Coutin; Monique Pontier; Waly Ngom (J. Appl. Probab., 2018)