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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
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
Article dans une revue
hal-00211827v1
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Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
Raluca Balan
,
Ciprian A. Tudor
Article dans une revue
hal-00345923v2
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The overdamped generalized Langevin equation with Hermite noise
Ciprian Tudor
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
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Spatial average for the solution to the heat equation with Rosenblatt noise
Rémi Dhoyer
,
Ciprian Tudor
Article dans une revue
hal-04371878v1
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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 Tudor
Article dans une revue
hal-04371420v1
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Estimation of the drift parameter for the fractional stochastic heat equation via power variation
Zeina Mahdi Khalil
,
Ciprian Tudor
Article dans une revue
hal-04366557v1
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Berry-Essén theorem for random determinants
Charles-Philippe Diez
,
Ciprian Tudor
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
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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
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Statistical aspects of the fractional calculus
Ciprian Tudor
Workshop on stochastic analysis, Mar 2005, Jyvaskyla, Finland
Communication dans un congrès
hal-00329545v1
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Analysis of the Rosenblatt process
Ciprian Tudor
Journées Fractionnaires Parisiennes, Jun 2006, Paris, France
Communication dans un congrès
hal-00329550v1
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Analysis of the Rosenblatt process
Ciprian Tudor
8eme Colloque Franco-Roumain de Mathématiques Appliquées, Jul 2006, Chambery, France
Communication dans un congrès
hal-00329553v1
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Existence and Besov regularity of the density for a class of SDEs with Volterra noise
Christian Olivera
,
Ciprian Tudor
Article dans une revue
hal-04366543v1
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Variations and Estimators via Malliavin calculus
Ciprian Tudor
Journées de Mathématiques Appliquées, Jun 2008, Safi, Morocco
Communication dans un congrès
hal-00329548v1
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Skorohod integrals and martingales
Ciprian Tudor
Skorohod Space Conference, Jun 2007, Kiev, Ukraine
Communication dans un congrès
hal-00329543v1
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Variations and Estimators via Malliavin calculus
Ciprian Tudor
Journée sur les processus fractionnaires, Jan 2008, La Rochelle, France
Communication dans un congrès
hal-00329546v1
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Behavior of the Hermite sheet with respect to theHurst index
Héctor Araya
,
Ciprian Tudor
Article dans une revue
hal-04366546v1
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Density for solutions to stochastic differential equations with unbounded drift
Christian Olivera
,
Ciprian Tudor
Article dans une revue
hal-04366549v1
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Stochastic Partial Differential Equations with Additive Gaussian Noise
Ciprian Tudor
Ouvrages
hal-04382987v1
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High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation
Julie Gamain
,
David Mollinedo
,
Ciprian Tudor
Article dans une revue
hal-04373432v1
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Existence and Smoothness of the Density for the Stochastic Continuity Equation
David Mollinedo
,
Christian Olivera
,
Ciprian Tudor
Article dans une revue
hal-04366539v1
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Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process
Obayda Assaad
,
Charles-Phillipe Diez
,
Ciprian Tudor
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
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
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
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