Tudor, Ciprian
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
2007/10/30 by Nourdin, Ivan, Nualart, David, Tudor, Ciprian · 2 citations
#60F05 #60G15 #60H05 #60H07 #FOS: Mathematics #Probability (math.PR)
- Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
2008/07/08 by Alexandra Chronopoulou, Frédéri Viens, Chronopoulou, Alexandra +4 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Random Matrices and Applications #Statistics Theory (math.ST) #Stochastic processes and financial applications
- A strong convergence to the Rosenblatt process
2011/09/20 by Johanna Garzón, Soledad Torres, Garzon, Johanna +3 · 2 citations
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics
- Wiener integrals, Malliavin calculus and covariance measure structure
2006/06/02 by Ida Kruk, Francesco Russo, Kruk, Ida +3 · 2 citations
Economics, Econometrics and Finance · #60G12 #60G15 #60H05 #60H07 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals
2014/02/19 by Nualart, David, Tudor, Ciprian · 2 citations
#FOS: Mathematics #Probability (math.PR)
- Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
2009/11/20 by Bonaccorsi, Stefano, Tudor, Ciprian · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet
2011/09/05 by De La Cerda, Jorge Clarke, Tudor, Ciprian · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Hitting times for the stochastic wave equation with fractional-colored noise
2012/03/18 by Jorge Clarke de La Cerda, De La Cerda, Jorge Clarke, Ciprian A. Tudor +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Existence and Besov regularity of the density for a class of SDEs with Volterra noise
2018/05/22 by Olivera, Christian, Tudor, Ciprian · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Vector-valued Generalised Ornstein-Uhlenbeck Processes
2019/09/05 by Voutilainen, Marko, Viitasaari, Lauri, Ilmonen, Pauliina +2 · 1 citation
#60G10 #62G05 #62H12 #62M10 #FOS: Mathematics #Statistics Theory (math.ST)
- Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
2025/09/25 by Loosveldt, Laurent, Nachit, Yassine, Nourdin, Ivan +1 · 2 citations
#60F05 #60G18 #60G22 #60H07 #FOS: Mathematics #Probability (math.PR)