Nombre de documents trouvés : 52 documents

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The Stochastic Wave Equation with Fractional Noise: a random field approach Balan R., Tudor C. [hal-00442275 − version 1] (18/12/2009)

Variations and Hurst index estimation for a Rosenblatt process using longer filters Chronopoulou A., Tudor C., Viens F. [hal-00440149 − version 1] (16/12/2009)

Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise Bonaccorsi S., Tudor C. [hal-00434216 − version 1] (20/11/2009)

Non-central limit theorem for the cubic variation of a class of selfsimilar stochastic processes Es-Sebaiy K., Tudor C. [hal-00432690 − version 1] (16/11/2009)

Approximation of the finite dimensional distributions of multiple fractional integrals Bardina X., Es-Sebaiy K., Tudor C. [hal-00432689 − version 1] (16/11/2009)

On the structure of Gaussian random variables Tudor C. [hal-00403952 − version 2] (22/08/2009)

Brownian and fractional Brownian stochastic currents via Malliavin calculus Flandoli F., Tudor C. [hal-00400837 − version 1] (01/07/2009)

Application of Malliavin calculus and analysis on Wiener space to long-memory parameter estimation for non-Gaussian processes Chronopoulou A., Tudor C., Viens F. Comptes Rendus de l Académie des Sciences - Series I - Mathematics 347, 11-12 (2009) 663-666 [hal-00436527 − version 1]

Donsker theorem for the Rosenblatt process and a binary market model Torres S., Tudor C. Stochastic Analysis and Applications, 27, 3 (2009) 555 - 573 [hal-00134608 − version 1]

Variations and estimators for the selfsimilarity order through Malliavin calculus Tudor C., Viens F. The Annals of Probability 37, 6 (2009) 2093–2134 [hal-00174730 − version 3]

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