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Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space★

Obayda Assaad , Ciprian A. Tudor
ESAIM: Probability and Statistics, 2021, 25, pp.220-257. ⟨10.1051/ps/2021009⟩
Article dans une revue hal-03241684v1
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Occupation densities for certain processes related to fractional Brownian motion

Khalifa Es-Sebaiy , David Nualart , Youssef Ouknine , Ciprian A. Tudor
Stochastics: An International Journal of Probability and Stochastic Processes, 2010, 82 (2), pp.133-147. ⟨10.1080/17442500903045531⟩
Article dans une revue hal-00211827v1
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Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

Raluca Balan , Ciprian A. Tudor
Journal of Theoretical Probability, 2010, 23 (3), pp.834-870. ⟨10.1007/s10959-009-0237-3⟩
Article dans une revue hal-00345923v2

The overdamped generalized Langevin equation with Hermite noise

Ciprian Tudor
Fractional Calculus and Applied Analysis, 2023, 26 (3), pp.1082-1103. ⟨10.1007/s13540-023-00153-4⟩
Article dans une revue hal-04373430v1
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The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals

Ciprian Tudor
2013
Pré-publication, Document de travail hal-00789738v3

Spatial average for the solution to the heat equation with Rosenblatt noise

Rémi Dhoyer , Ciprian Tudor
Stochastic Analysis and Applications, 2021, 40 (6), pp.951-966. ⟨10.1080/07362994.2021.1972008⟩
Article dans une revue hal-04371878v1

Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space

Obayda Assaad , Ciprian Tudor
ESAIM: Probability and Statistics, 2021, 25, pp.220-257. ⟨10.1051/ps/2021009⟩
Article dans une revue hal-04371420v1

Estimation of the drift parameter for the fractional stochastic heat equation via power variation

Zeina Mahdi Khalil , Ciprian Tudor
Modern Stochastics: Theory and Applications, 2019, pp.397-417. ⟨10.15559/19-VMSTA141⟩
Article dans une revue hal-04366557v1

Berry-Essén theorem for random determinants

Charles-Philippe Diez , Ciprian Tudor
Statistics and Probability Letters, 2023, 197, pp.109804. ⟨10.1016/j.spl.2023.109804⟩
Article dans une revue hal-04373428v1
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Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus

Ciprian A. Tudor
2016
Pré-publication, Document de travail hal-01253153v1

Donsker theorem and binary market models

Ciprian Tudor
Kent-Purdue Symposium on Financial Mathematics, Apr 2007, Kent, United States
Communication dans un congrès hal-00329541v1

Statistical aspects of the fractional calculus

Ciprian Tudor
Workshop on stochastic analysis, Mar 2005, Jyvaskyla, Finland
Communication dans un congrès hal-00329545v1

Analysis of the Rosenblatt process

Ciprian Tudor
Journées Fractionnaires Parisiennes, Jun 2006, Paris, France
Communication dans un congrès hal-00329550v1

Analysis of the Rosenblatt process

Ciprian Tudor
8eme Colloque Franco-Roumain de Mathématiques Appliquées, Jul 2006, Chambery, France
Communication dans un congrès hal-00329553v1

Existence and Besov regularity of the density for a class of SDEs with Volterra noise

Christian Olivera , Ciprian Tudor
Comptes Rendus. Mathématique, 2019, 357 (7), pp.636-645. ⟨10.1016/j.crma.2019.06.012⟩
Article dans une revue hal-04366543v1

Variations and Estimators via Malliavin calculus

Ciprian Tudor
Journées de Mathématiques Appliquées, Jun 2008, Safi, Morocco
Communication dans un congrès hal-00329548v1

Skorohod integrals and martingales

Ciprian Tudor
Skorohod Space Conference, Jun 2007, Kiev, Ukraine
Communication dans un congrès hal-00329543v1

Variations and Estimators via Malliavin calculus

Ciprian Tudor
Journée sur les processus fractionnaires, Jan 2008, La Rochelle, France
Communication dans un congrès hal-00329546v1

Behavior of the Hermite sheet with respect to theHurst index

Héctor Araya , Ciprian Tudor
Stochastic Processes and their Applications, 2019, 129 (7), pp.2582-2605. ⟨10.1016/j.spa.2018.07.017⟩
Article dans une revue hal-04366546v1

Density for solutions to stochastic differential equations with unbounded drift

Christian Olivera , Ciprian Tudor
Brazilian Journal of Probability and Statistics, 2019, 33 (3), ⟨10.1214/18-BJPS400⟩
Article dans une revue hal-04366549v1

Stochastic Partial Differential Equations with Additive Gaussian Noise

Ciprian Tudor
WORLD SCIENTIFIC, 2022, ⟨10.1142/13089⟩
Ouvrages hal-04382987v1

High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation

Julie Gamain , David Mollinedo , Ciprian Tudor
Brazilian Journal of Probability and Statistics, 2023, 37 (2), ⟨10.1214/23-BJPS574⟩
Article dans une revue hal-04373432v1

Existence and Smoothness of the Density for the Stochastic Continuity Equation

David Mollinedo , Christian Olivera , Ciprian Tudor
Results in mathematics = Resultate der Mathematik, 2019, 74 (1), pp.63. ⟨10.1007/s00025-019-0989-8⟩
Article dans une revue hal-04366539v1

Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process

Obayda Assaad , Charles-Phillipe Diez , Ciprian Tudor
Stochastics: An International Journal of Probability and Stochastic Processes, 2022, 95 (2), pp.191-210. ⟨10.1080/17442508.2022.2068955⟩
Article dans une revue hal-04373426v1
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Multidimensional Stein's method for Gamma approximation

Ciprian A Tudor , Jérémy Zurcher
2023
Pré-publication, Document de travail hal-04090753v1
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Limits of bifractional Brownian noises

Makoto Maejima , Ciprian A. Tudor
Communications on Stochastic Analysis, 2008, 2 (3), pp.369-383
Article dans une revue hal-00334444v1
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Wiener integrals with respect to the Hermite process and a Non-Central Limit Theorem

Makoto Maejima , Ciprian A. Tudor
Stochastic Analysis and Applications, 2007, 25 (5), pp.1043 - 1056. ⟨10.1080/07362990701540519⟩
Article dans une revue hal-00176227v1
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The spatial average of solutions to SPDEs is asymptotically independent of the solution

Ciprian A Tudor , Jérémy Zurcher
2024
Pré-publication, Document de travail hal-04549075v1
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Parameter estimation for stochastic equations with additive fractional Brownian sheet

Tommi Sottinen , Ciprian A. Tudor
Statistical Inference for Stochastic Processes, 2008, 11 (3), pp.221-236. ⟨10.1007/s11203-007-9019-7⟩
Article dans une revue hal-00176226v1
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Brownian and fractional Brownian stochastic currents via Malliavin calculus

Franco Flandoli , Ciprian A. Tudor
Journal of Functional Analysis, 2009, 258 (1), pp.279-306
Article dans une revue hal-00400837v1