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## Tudor, Ciprian A.

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 Author ID: tudor.ciprian-a Published as: Tudor, C.; Tudor, C. A.; Tudor, Ciprian; Tudor, Ciprian A. Homepage: http://samm.univ-paris1.fr/-Ciprian-Tudor- External Links: MGP · Math-Net.Ru · dblp
 Documents Indexed: 135 Publications since 1998, including 2 Books
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#### Co-Authors

 15 single-authored 10 Torres, Soledad 10 Viens, Frederi G. 8 Es-Sebaiy, Khalifa 5 Bardina, Xavier 5 Bourguin, Solesne 5 Olivera, Christian 5 Tudor, Maria 4 Balan, Raluca M. 4 Clausel, Marianne 4 Liu, Junfeng 4 Maejima, Makoto 4 Roueff, François 4 Slaoui, Meryem 4 Taqqu, Murad S. 4 Vives, Josep 4 Zili, Mounir 3 Chronopoulou, Alexandra 3 Clarke De la Cerda, Jorge 3 Jolis, Maria 3 Khalil, Marwa 3 Nualart, David 3 Peccati, Giovanni 3 Shevchenko, Radomyra 3 Sottinen, Tommi 2 Araya, Héctor 2 Bardet, Jean-Marc 2 Bertin, Karine 2 Eddahbi, M’hamed 2 Flandoli, Franco 2 Florescu, Ionuţ 2 Imkeller, Peter 2 Khalil, Zeina Mahdi 2 Kusuoka, Seiichiro Kusuoka 2 Lacayo, Ramon 2 Nourdin, Ivan 2 Ouknine, Youssef 2 Russo, Francesco 2 Solé, Josep Lluís 2 Tindel, Samy 2 Tudor, Cristiana 2 Viitasaari, Lauri 2 Xiao, Yimin 2 Yoshida, Nakahiro 1 Assaad, Obayda 1 Azmoodeh, Ehsan 1 Bahamonde, Natalia 1 Balde, Maoudo Faramba 1 Bonaccorsi, Stefano 1 Boufoussi, Brahim 1 Clarke, Jorge 1 Douissi, Soukaina 1 Eisenbaum, Nathalie 1 Fauth, Alexis 1 Gairing, Jan M. 1 Garzón, Johanna 1 Ilmonen, Pauliina 1 Kruk, Ida 1 Lakhel, Hassan 1 Lupaşcu-Stamate, Oana 1 Maslowski, Bohdan 1 Mollinedo, David A. C. 1 Ouahhabi, Hanae 1 Privault, Nicolas 1 Ramos Rifo, Laura L. 1 Réveillac, Anthony 1 Stauch, Michael 1 Thieullen, Michèle 1 Voutilainen, Marko
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#### Serials

 8 Stochastic Processes and their Applications 6 Journal of Theoretical Probability 6 Random Operators and Stochastic Equations 5 Statistics & Probability Letters 5 Stochastic Analysis and Applications 5 Stochastics and Dynamics 4 Journal of Mathematical Analysis and Applications 4 Statistical Inference for Stochastic Processes 4 Stochastics 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Revue Roumaine de Mathématiques Pures et Appliquées 3 The Annals of Probability 3 Journal of Functional Analysis 3 Bernoulli 3 Fractional Calculus & Applied Analysis 2 Collectanea Mathematica 2 Publicationes Mathematicae 2 Results in Mathematics 2 Probability and Mathematical Statistics 2 Bulletin des Sciences Mathématiques 2 Electronic Journal of Probability 2 Electronic Communications in Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Mathematical Reports 2 Electronic Journal of Statistics 2 Communications on Stochastic Analysis 1 IEEE Transactions on Information Theory 1 Metrika 1 Theory of Probability and its Applications 1 Analele Universității București. Matematică 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 Journal of Mathematics of Kyoto University 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Nagoya Mathematical Journal 1 Statistics 1 Probability Theory and Related Fields 1 Revista Matemática Iberoamericana 1 Journal of Applied Mathematics and Stochastic Analysis 1 Communications in Statistics. Simulation and Computation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 Journal of Dynamics and Differential Equations 1 Theory of Probability and Mathematical Statistics 1 Applied and Computational Harmonic Analysis 1 Fractals 1 NoDEA. Nonlinear Differential Equations and Applications 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 The Journal of Fourier Analysis and Applications 1 Taiwanese Journal of Mathematics 1 Brazilian Journal of Probability and Statistics 1 Theory of Stochastic Processes 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models 1 Bulletin of the Brazilian Mathematical Society. New Series 1 Mediterranean Journal of Mathematics 1 Journal of the Korean Statistical Society 1 Bulletin of the Transilvania University of Braşov. Series III. Mathematics, Informatics, Physics 1 Modern Stochastics. Theory and Applications 1 Probability and its Applications
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#### Fields

 133 Probability theory and stochastic processes (60-XX) 24 Statistics (62-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Numerical analysis (65-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX)

#### Citations contained in zbMATH Open

103 Publications have been cited 1,179 times in 653 Documents Cited by Year
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
2003
Gaussian limits for vector-valued multiple stochastic integrals. Zbl 1063.60027
Peccati, Giovanni; Tudor, Ciprian A.
2005
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
2008
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
2010
Statistical aspects of the fractional stochastic calculus. Zbl 1194.62097
Tudor, Ciprian A.; Viens, Frederi G.
2007
On bifractional Brownian motion. Zbl 1100.60019
Russo, Francesco; Tudor, Ciprian A.
2006
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
2013
Variations and estimators for self-similarity parameters via Malliavin calculus. Zbl 1196.60036
Tudor, Ciprian A.; Viens, Frederi G.
2009
Sample path properties of bifractional Brownian motion. Zbl 1132.60034
Tudor, Ciprian A.; Xiao, Yimin
2007
Wiener integrals with respect to the Hermite process and a non-central limit theorem. Zbl 1130.60061
Maejima, Makoto; Tudor, Ciprian A.
2007
Wiener integrals, Malliavin calculus and covariance measure structure. Zbl 1126.60046
Kruk, Ida; Russo, Francesco; Tudor, Ciprian A.
2007
On the distribution of the Rosenblatt process. Zbl 1287.60024
Maejima, Makoto; Tudor, Ciprian A.
2013
Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078
Balan, Raluca M.; Tudor, Ciprian A.
2010
The stochastic wave equation with fractional noise: a random field approach. Zbl 1202.60095
Balan, Raluca M.; Tudor, Ciprian A.
2010
Selfsimilar processes with stationary increments in the second Wiener chaos. Zbl 1261.60041
Maejima, M.; Tudor, C. A.
2012
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. Zbl 1203.60043
Bardet, J.-M.; Tudor, C. A.
2010
Itô formula and local time for the fractional Brownian sheet. Zbl 1067.60030
Tudor, Ciprian A.; Viens, Frederi G.
2003
Pseudo almost periodic solutions of some stochastic differential equations. Zbl 1019.60058
Tudor, C. A.; Tudor, M.
1999
Donsker type theorem for the Rosenblatt process and a binary market model. Zbl 1166.60313
2009
Stein’s method for invariant measures of diffusions via Malliavin calculus. Zbl 1242.60023
Kusuoka, Seiichiro; Tudor, Ciprian A.
2012
Regularity of the local time for the $$d$$-dimensional fractional Brownian motion with $$n$$-parameters. Zbl 1067.60026
Eddahbi, M.; Lacayo, R.; Solé, J. L.; Vives, J.; Tudor, C. A.
2005
Drift parameter estimation in fractional diffusions driven by perturbed random walks. Zbl 1233.62148
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
2011
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. Zbl 1116.60328
Bardina, Xavier; Jolis, Maria; Tudor, Ciprian A.
2003
Variations and Hurst index estimation for a Rosenblatt process using longer filters. Zbl 1326.60046
Chronopoulou, Alexandra; Viens, Frederi G.; Tudor, Ciprian A.
2009
The stochastic heat equation with fractional-colored noise: existence of the solution. Zbl 1162.60328
Balan, Raluca M.; Tudor, Ciprian A.
2008
Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation. Zbl 1063.60051
Tindel, S.; Tudor, C. A.; Viens, F.
2004
Multidimensional bifractional Brownian motion: Itô and Tanaka formulas. Zbl 1139.60321
Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2007
Convergence in law to the multiple fractional integral. Zbl 1075.60533
Bardina, Xavier; Jolis, Maria; Tudor, Ciprian A.
2003
Recent developments on stochastic heat equation with additive fractional-colored noise. Zbl 1322.60124
Tudor, Ciprian A.
2014
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes. Zbl 1331.62098
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
2011
Sample paths of the solution to the fractional-colored stochastic heat equation. Zbl 1355.60086
Tudor, Ciprian A.; Xiao, Yimin
2017
Quadratic variations for the fractional-colored stochastic heat equation. Zbl 1314.60132
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G.
2014
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
2014
Additive functionals of the solution to fractional stochastic heat equation. Zbl 1305.60052
Ouahhabi, Hanae; Tudor, Ciprian A.
2013
Hermite variations of the fractional Brownian sheet. Zbl 1263.60035
Réveillac, Anthony; Stauch, Michael; Tudor, Ciprian A.
2012
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise. Zbl 1239.60052
Bonaccorsi, S.; Tudor, C. A.
2011
Maximum-likelihood estimators and random walks in long memory models. Zbl 1229.62112
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
2011
Parameter estimation for stochastic equations with additive fractional Brownian sheet. Zbl 1204.60031
Sottinen, Tommi; Tudor, Ciprian A.
2008
On the equivalence of multiparameter Gaussian processes. Zbl 1127.60031
Sottinen, Tommi; Tudor, Ciprian A.
2006
A strong convergence to the Rosenblatt process. Zbl 1248.60043
Garzón, Johanna; Torres, Soledad; Tudor, Ciprian A.
2012
Some linear fractional stochastic equations. Zbl 1102.60050
Nourdin, Ivan; Tudor, Ciprian A.
2006
Weak convergence to the fractional Brownian sheet in Besov spaces. Zbl 1052.60018
Tudor, Ciprian A.
2003
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes. Zbl 1163.62065
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
2009
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator. Zbl 1116.60023
Tudor, Ciprian A.; Viens, Frederi G.
2006
Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions. Zbl 1429.60007
Kusuoka, Seiichiro; Tudor, Ciprian A.
2018
Covariance measure and stochastic heat equation with fractional noise. Zbl 1306.60094
Tudor, Ciprian; Zili, Mounir
2014
Wiener integrals with respect to the Hermite random field and applications to the wave equation. Zbl 1305.60040
De la Cerda, Jorge Clarke; Tudor, Ciprian A.
2014
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. Zbl 1298.60045
Bardet, Jean-Marc; Tudor, Ciprian
2014
Analysis of the density of the solution to a semilinear SPDE with fractional noise. Zbl 1352.60089
Liu, Junfeng; Tudor, Ciprian A.
2016
Spatial variations for the solution to the heat equation with additive time-space white noise. Zbl 1313.60027
Tudor, Ciprian A.; Tudor, Maria
2013
High order chaotic limits of wavelet scalograms under long-range dependence. Zbl 1280.42031
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
2013
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process. Zbl 1281.62176
Maslowski, Bohdan; Tudor, Ciprian A.
2013
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Zbl 1244.60044
Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian
2012
Brownian and fractional Brownian stochastic currents via Malliavin calculus. Zbl 1196.60100
Flandoli, Franco; Tudor, Ciprian A.
2010
Martingale-type stochastic calculus for anticipating integral processes. Zbl 1062.60055
Tudor, Ciprian A.
2004
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise. Zbl 1401.60058
Khalil, M.; Tudor, C. A.; Zili, M.
2018
ARCH model and fractional Brownian motion. Zbl 06839467
Bahamonde, Natalia; Torres, Soledad; Tudor, Ciprian A.
2018
The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. Zbl 1364.60071
Nualart, David; Tudor, Ciprian A.
2017
Central limit theorem for the solution to the heat equation with moving time. Zbl 1335.60113
Liu, Junfeng; Tudor, Ciprian A.
2016
On the law of the solution to a stochastic heat equation with fractional noise in time. Zbl 1327.60123
Bourguin, Solesne; Tudor, Ciprian A.
2015
The density of the solution to the stochastic transport equation with fractional noise. Zbl 1317.60080
Olivera, Christian; Tudor, Ciprian A.
2015
Hitting times for the stochastic wave equation with fractional colored noise. Zbl 1396.60073
Clarke de la Cerda, Jorge; Tudor, Ciprian A.
2014
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Zbl 1333.60072
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
2014
Cramér theorem for gamma random variables. Zbl 1225.60039
Bourguin, Solesne; Tudor, Ciprian A.
2011
Erratum to: “The stochastic heat equation with fractional-colored noise: existence of the solution”. Zbl 1276.60064
Balan, Raluca M.; Tudor, Ciprian A.
2009
On the convergence to the multiple Wiener-Itô integral. Zbl 1163.60022
Bardina, Xavier; Jolis, Maria; Tudor, Ciprian A.
2009
Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125
Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2008
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. Zbl 1429.60054
Tudor, Ciprian A.; Yoshida, Nakahiro
2019
Behavior of the Hermite sheet with respect to the Hurst index. Zbl 1451.60052
Araya, Héctor; Tudor, Ciprian A.
2019
Generalized Anderson model with time-space multiplicative fractional noise. Zbl 1379.60072
Liu, Junfeng; Tudor, Ciprian A.
2017
EGARCH model with weighted liquidity. Zbl 1333.62217
Tudor, Ciprian A.; Tudor, Cristiana
2014
Comparative estimation for discrete fractional Ornstein-Uhlenbeck process. Zbl 1401.60065
Rifo, Laura; Torres, Soledad; Tudor, Ciprian A.
2013
Asymptotic theory for fractional regression models via Malliavin calculus. Zbl 1256.60018
Bourguin, Solesne; Tudor, Ciprian A.
2012
Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes. Zbl 1246.60059
Es-Sebaiy, K.; Tudor, C. A.
2011
Asymptotic Cramer’s theorem and analysis on Wiener space. Zbl 1215.60019
Tudor, Ciprian A.
2011
Limits of bifractional Brownian noises. Zbl 1331.60050
Maejima, Makoto; Tudor, Ciprian A.
2008
Renormalization of the local time for the $$d$$-dimensional fractional Brownian motion with $$N$$ parameters. Zbl 1246.60101
Eddahbi, M.; Lacayo, R.; Solé, J. L.; Vives, J.; Tudor, C. A.
2007
Martingale structure of Skorohod integral processes. Zbl 1134.60039
Peccati, Giovanni; Thieullen, Michèle; Tudor, Ciprian A.
2006
Itô formula for the infinite-dimensional fractional Brownian motion. Zbl 1121.60038
Tudor, Ciprian A.
2005
Kramers-Smoluchowski approximation for stochastic evolution equations with FBM. Zbl 1086.60040
Boufoussi, Brahim; Tudor, Ciprian A.
2005
On squared fractional Brownian motions. Zbl 1071.60023
Eisenbaum, Nathalie; Tudor, Ciprian A.
2005
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. Zbl 07229219
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian
2020
Estimation of the drift parameter for the fractional stochastic heat equation via power variation. Zbl 1458.60043
Khalil, Zeina Mahdi; Tudor, Ciprian
2019
The linear stochastic heat equation with Hermite noise. Zbl 1436.60054
Slaoui, Meryem; Tudor, C. A.
2019
Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs. Zbl 07096843
Slaoui, Meryem; Tudor, Ciprian A.
2019
Density for solutions to stochastic differential equations with unbounded drift. Zbl 1427.60109
Olivera, Christian; Tudor, Ciprian
2019
Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. Zbl 1402.60043
Khalil, Marwa; Tudor, Ciprian A.
2018
Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density. Zbl 1399.60110
Liu, Junfeng; Tudor, Ciprian A.
2017
Multifractal random walks with fractional Brownian motion via Malliavin calculus. Zbl 1360.94069
Fauth, Alexis; Tudor, Ciprian A.
2014
The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals. Zbl 1277.60053
Tudor, Ciprian A.
2013
Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise. Zbl 1285.60063
Tudor, Ciprian A.
2013
Malliavin calculus and self normalized sums. Zbl 1286.60021
Bourguin, Solesne; Tudor, Ciprian A.
2013
Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet. Zbl 1296.62049
Clarke De la Cerda, Jorge; Tudor, Ciprian A.
2012
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
2010
Approximation of the finite dimensional distributions of multiple fractional integrals. Zbl 1201.60050
Bardina, Xavier; Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2010
Hsu-Robbins and Spitzer’s theorems for the variations of fractional Brownian motion. Zbl 1189.60085
Tudor, Ciprian A.
2009
The law of a stochastic integral with two independent fractional Brownian motions. Zbl 1173.60324
Bardina, Xavier; Tudor, Ciprian A.
2007
The Euler scheme for a class of anticipating stochastic differential equations. Zbl 1065.60070
2004
Itô-Skorohod stochastic equations and applications to finance. Zbl 1071.60042
Tudor, Ciprian A.
2004
Besov regularity for the indefinite Skorokhod integral with respect to the fractional Brownian motion: The singular case. Zbl 1010.60048
Lakhel, Hassan; Ouknine, Youssef; Tudor, Ciprian A.
2002
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. Zbl 07229219
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian
2020
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. Zbl 1429.60054
Tudor, Ciprian A.; Yoshida, Nakahiro
2019
Behavior of the Hermite sheet with respect to the Hurst index. Zbl 1451.60052
Araya, Héctor; Tudor, Ciprian A.
2019
Estimation of the drift parameter for the fractional stochastic heat equation via power variation. Zbl 1458.60043
Khalil, Zeina Mahdi; Tudor, Ciprian
2019
The linear stochastic heat equation with Hermite noise. Zbl 1436.60054
Slaoui, Meryem; Tudor, C. A.
2019
Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs. Zbl 07096843
Slaoui, Meryem; Tudor, Ciprian A.
2019
Density for solutions to stochastic differential equations with unbounded drift. Zbl 1427.60109
Olivera, Christian; Tudor, Ciprian
2019
Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions. Zbl 1429.60007
Kusuoka, Seiichiro; Tudor, Ciprian A.
2018
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise. Zbl 1401.60058
Khalil, M.; Tudor, C. A.; Zili, M.
2018
ARCH model and fractional Brownian motion. Zbl 06839467
Bahamonde, Natalia; Torres, Soledad; Tudor, Ciprian A.
2018
Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. Zbl 1402.60043
Khalil, Marwa; Tudor, Ciprian A.
2018
Sample paths of the solution to the fractional-colored stochastic heat equation. Zbl 1355.60086
Tudor, Ciprian A.; Xiao, Yimin
2017
The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. Zbl 1364.60071
Nualart, David; Tudor, Ciprian A.
2017
Generalized Anderson model with time-space multiplicative fractional noise. Zbl 1379.60072
Liu, Junfeng; Tudor, Ciprian A.
2017
Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density. Zbl 1399.60110
Liu, Junfeng; Tudor, Ciprian A.
2017
Analysis of the density of the solution to a semilinear SPDE with fractional noise. Zbl 1352.60089
Liu, Junfeng; Tudor, Ciprian A.
2016
Central limit theorem for the solution to the heat equation with moving time. Zbl 1335.60113
Liu, Junfeng; Tudor, Ciprian A.
2016
On the law of the solution to a stochastic heat equation with fractional noise in time. Zbl 1327.60123
Bourguin, Solesne; Tudor, Ciprian A.
2015
The density of the solution to the stochastic transport equation with fractional noise. Zbl 1317.60080
Olivera, Christian; Tudor, Ciprian A.
2015
Recent developments on stochastic heat equation with additive fractional-colored noise. Zbl 1322.60124
Tudor, Ciprian A.
2014
Quadratic variations for the fractional-colored stochastic heat equation. Zbl 1314.60132
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G.
2014
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
2014
Covariance measure and stochastic heat equation with fractional noise. Zbl 1306.60094
Tudor, Ciprian; Zili, Mounir
2014
Wiener integrals with respect to the Hermite random field and applications to the wave equation. Zbl 1305.60040
De la Cerda, Jorge Clarke; Tudor, Ciprian A.
2014
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. Zbl 1298.60045
Bardet, Jean-Marc; Tudor, Ciprian
2014
Hitting times for the stochastic wave equation with fractional colored noise. Zbl 1396.60073
Clarke de la Cerda, Jorge; Tudor, Ciprian A.
2014
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Zbl 1333.60072
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
2014
EGARCH model with weighted liquidity. Zbl 1333.62217
Tudor, Ciprian A.; Tudor, Cristiana
2014
Multifractal random walks with fractional Brownian motion via Malliavin calculus. Zbl 1360.94069
Fauth, Alexis; Tudor, Ciprian A.
2014
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
2013
On the distribution of the Rosenblatt process. Zbl 1287.60024
Maejima, Makoto; Tudor, Ciprian A.
2013
Additive functionals of the solution to fractional stochastic heat equation. Zbl 1305.60052
Ouahhabi, Hanae; Tudor, Ciprian A.
2013
Spatial variations for the solution to the heat equation with additive time-space white noise. Zbl 1313.60027
Tudor, Ciprian A.; Tudor, Maria
2013
High order chaotic limits of wavelet scalograms under long-range dependence. Zbl 1280.42031
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
2013
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process. Zbl 1281.62176
Maslowski, Bohdan; Tudor, Ciprian A.
2013
Comparative estimation for discrete fractional Ornstein-Uhlenbeck process. Zbl 1401.60065
Rifo, Laura; Torres, Soledad; Tudor, Ciprian A.
2013
The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals. Zbl 1277.60053
Tudor, Ciprian A.
2013
Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise. Zbl 1285.60063
Tudor, Ciprian A.
2013
Malliavin calculus and self normalized sums. Zbl 1286.60021
Bourguin, Solesne; Tudor, Ciprian A.
2013
Selfsimilar processes with stationary increments in the second Wiener chaos. Zbl 1261.60041
Maejima, M.; Tudor, C. A.
2012
Stein’s method for invariant measures of diffusions via Malliavin calculus. Zbl 1242.60023
Kusuoka, Seiichiro; Tudor, Ciprian A.
2012
Hermite variations of the fractional Brownian sheet. Zbl 1263.60035
Réveillac, Anthony; Stauch, Michael; Tudor, Ciprian A.
2012
A strong convergence to the Rosenblatt process. Zbl 1248.60043
Garzón, Johanna; Torres, Soledad; Tudor, Ciprian A.
2012
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Zbl 1244.60044
Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian
2012
Asymptotic theory for fractional regression models via Malliavin calculus. Zbl 1256.60018
Bourguin, Solesne; Tudor, Ciprian A.
2012
Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet. Zbl 1296.62049
Clarke De la Cerda, Jorge; Tudor, Ciprian A.
2012
Drift parameter estimation in fractional diffusions driven by perturbed random walks. Zbl 1233.62148
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
2011
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes. Zbl 1331.62098
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
2011
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise. Zbl 1239.60052
Bonaccorsi, S.; Tudor, C. A.
2011
Maximum-likelihood estimators and random walks in long memory models. Zbl 1229.62112
Bertin, Karine; Torres, Soledad; Tudor, Ciprian A.
2011
Cramér theorem for gamma random variables. Zbl 1225.60039
Bourguin, Solesne; Tudor, Ciprian A.
2011
Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes. Zbl 1246.60059
Es-Sebaiy, K.; Tudor, C. A.
2011
Asymptotic Cramer’s theorem and analysis on Wiener space. Zbl 1215.60019
Tudor, Ciprian A.
2011
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
2010
Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078
Balan, Raluca M.; Tudor, Ciprian A.
2010
The stochastic wave equation with fractional noise: a random field approach. Zbl 1202.60095
Balan, Raluca M.; Tudor, Ciprian A.
2010
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. Zbl 1203.60043
Bardet, J.-M.; Tudor, C. A.
2010
Brownian and fractional Brownian stochastic currents via Malliavin calculus. Zbl 1196.60100
Flandoli, Franco; Tudor, Ciprian A.
2010
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
2010
Approximation of the finite dimensional distributions of multiple fractional integrals. Zbl 1201.60050
Bardina, Xavier; Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2010
Variations and estimators for self-similarity parameters via Malliavin calculus. Zbl 1196.60036
Tudor, Ciprian A.; Viens, Frederi G.
2009
Donsker type theorem for the Rosenblatt process and a binary market model. Zbl 1166.60313
2009
Variations and Hurst index estimation for a Rosenblatt process using longer filters. Zbl 1326.60046
Chronopoulou, Alexandra; Viens, Frederi G.; Tudor, Ciprian A.
2009
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes. Zbl 1163.62065
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
2009
Erratum to: “The stochastic heat equation with fractional-colored noise: existence of the solution”. Zbl 1276.60064
Balan, Raluca M.; Tudor, Ciprian A.
2009
On the convergence to the multiple Wiener-Itô integral. Zbl 1163.60022
Bardina, Xavier; Jolis, Maria; Tudor, Ciprian A.
2009
Hsu-Robbins and Spitzer’s theorems for the variations of fractional Brownian motion. Zbl 1189.60085
Tudor, Ciprian A.
2009
Analysis of the rosenblatt process. Zbl 1187.60028
Tudor, Ciprian A.
2008
The stochastic heat equation with fractional-colored noise: existence of the solution. Zbl 1162.60328
Balan, Raluca M.; Tudor, Ciprian A.
2008
Parameter estimation for stochastic equations with additive fractional Brownian sheet. Zbl 1204.60031
Sottinen, Tommi; Tudor, Ciprian A.
2008
Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125
Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2008
Limits of bifractional Brownian noises. Zbl 1331.60050
Maejima, Makoto; Tudor, Ciprian A.
2008
Statistical aspects of the fractional stochastic calculus. Zbl 1194.62097
Tudor, Ciprian A.; Viens, Frederi G.
2007
Sample path properties of bifractional Brownian motion. Zbl 1132.60034
Tudor, Ciprian A.; Xiao, Yimin
2007
Wiener integrals with respect to the Hermite process and a non-central limit theorem. Zbl 1130.60061
Maejima, Makoto; Tudor, Ciprian A.
2007
Wiener integrals, Malliavin calculus and covariance measure structure. Zbl 1126.60046
Kruk, Ida; Russo, Francesco; Tudor, Ciprian A.
2007
Multidimensional bifractional Brownian motion: Itô and Tanaka formulas. Zbl 1139.60321
Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2007
Renormalization of the local time for the $$d$$-dimensional fractional Brownian motion with $$N$$ parameters. Zbl 1246.60101
Eddahbi, M.; Lacayo, R.; Solé, J. L.; Vives, J.; Tudor, C. A.
2007
The law of a stochastic integral with two independent fractional Brownian motions. Zbl 1173.60324
Bardina, Xavier; Tudor, Ciprian A.
2007
On bifractional Brownian motion. Zbl 1100.60019
Russo, Francesco; Tudor, Ciprian A.
2006
On the equivalence of multiparameter Gaussian processes. Zbl 1127.60031
Sottinen, Tommi; Tudor, Ciprian A.
2006
Some linear fractional stochastic equations. Zbl 1102.60050
Nourdin, Ivan; Tudor, Ciprian A.
2006
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator. Zbl 1116.60023
Tudor, Ciprian A.; Viens, Frederi G.
2006
Martingale structure of Skorohod integral processes. Zbl 1134.60039
Peccati, Giovanni; Thieullen, Michèle; Tudor, Ciprian A.
2006
Gaussian limits for vector-valued multiple stochastic integrals. Zbl 1063.60027
Peccati, Giovanni; Tudor, Ciprian A.
2005
Regularity of the local time for the $$d$$-dimensional fractional Brownian motion with $$n$$-parameters. Zbl 1067.60026
Eddahbi, M.; Lacayo, R.; Solé, J. L.; Vives, J.; Tudor, C. A.
2005
Itô formula for the infinite-dimensional fractional Brownian motion. Zbl 1121.60038
Tudor, Ciprian A.
2005
Kramers-Smoluchowski approximation for stochastic evolution equations with FBM. Zbl 1086.60040
Boufoussi, Brahim; Tudor, Ciprian A.
2005
On squared fractional Brownian motions. Zbl 1071.60023
Eisenbaum, Nathalie; Tudor, Ciprian A.
2005
Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation. Zbl 1063.60051
Tindel, S.; Tudor, C. A.; Viens, F.
2004
Martingale-type stochastic calculus for anticipating integral processes. Zbl 1062.60055
Tudor, Ciprian A.
2004
The Euler scheme for a class of anticipating stochastic differential equations. Zbl 1065.60070
2004
Itô-Skorohod stochastic equations and applications to finance. Zbl 1071.60042
Tudor, Ciprian A.
2004
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
2003
Itô formula and local time for the fractional Brownian sheet. Zbl 1067.60030
Tudor, Ciprian A.; Viens, Frederi G.
2003
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. Zbl 1116.60328
Bardina, Xavier; Jolis, Maria; Tudor, Ciprian A.
2003
Convergence in law to the multiple fractional integral. Zbl 1075.60533
Bardina, Xavier; Jolis, Maria; Tudor, Ciprian A.
2003
Weak convergence to the fractional Brownian sheet in Besov spaces. Zbl 1052.60018
Tudor, Ciprian A.
2003
Besov regularity for the indefinite Skorokhod integral with respect to the fractional Brownian motion: The singular case. Zbl 1010.60048
Lakhel, Hassan; Ouknine, Youssef; Tudor, Ciprian A.
2002
The indefinite Skorokhod integral as integrator on the Poisson space. Zbl 1005.60066
Tudor, Ciprian A.; Vives, Josep
2002
...and 3 more Documents
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#### Cited by 666 Authors

 72 Tudor, Ciprian A. 34 Nourdin, Ivan 34 Yan, Litan 33 Nualart, David 31 Peccati, Giovanni 21 Tindel, Samy 19 Liu, Junfeng 16 Shen, Guangjun 16 Taqqu, Murad S. 14 Viens, Frederi G. 13 Mishura, Yuliya Stepanivna 12 Kim, Yoontae 11 Xiao, Yimin 10 Torres, Soledad 9 Es-Sebaiy, Khalifa 9 Poly, Guillaume 9 Viitasaari, Lauri 8 Balan, Raluca M. 8 Diop, Mamadou Abdoul 8 Sun, Xichao 7 Caraballo Garrido, Tomás 7 Leonenko, Nikolai N. 7 Podolskij, Mark 7 Russo, Francesco 7 Shevchenko, Georgiy M. 7 Swan, Yvik C. 7 Yin, Xiuwei 7 Zili, Mounir 6 Azmoodeh, Ehsan 6 Bai, Shuyang 6 Bardina, Xavier 6 Corcuera, José Manuel 6 Garrido-Atienza, María José 6 Hu, Yaozhong 6 Ralchenko, Kostiantyn V. 6 Réveillac, Anthony 6 Sottinen, Tommi 6 Tudor, Constantin 6 Xiao, Wei-Lin 6 Yan, Zuomao 5 Boudaoui, Ahmed 5 Chen, Chao 5 Dai, Hongshuai 5 Didier, Gustavo 5 Harnett, Daniel 5 Huang, Jianhua 5 Marinucci, Domenico 5 Maslowski, Bohdan 5 Neuenkirch, Andreas 5 Ouknine, Youssef 5 Park, Hyun Suk 5 Ren, Yong 5 Wang, Yongjin 5 Zhang, Xili 4 Arras, Benjamin 4 Balasubramaniam, Pagavathigounder 4 Bourguin, Solesne 4 Chang, Yong-Kui 4 Chronopoulou, Alexandra 4 Deya, Aurélien 4 Gaunt, Robert Edward 4 Jeon, Jong Woo 4 Jiang, Yiming 4 Liu, Yanghui 4 Luan, Nana 4 N’Guérékata, Gaston Mandata 4 Ouahab, Abdelghani 4 Pei, Bin 4 Sakthivel, Rathinasamy 4 Slaoui, Meryem 4 Tudor, Maria 4 Xia, Dengfeng 4 Xu, Yong 4 Yu, Xianye 4 Zhang, Weiguo 4 Zhao, Zhihan 4 Zheng, Guangqu 3 Aazizi, Soufiane 3 Abry, Patrice 3 Ait Ouahra, Mohamed 3 Araya, Héctor 3 Ayache, Antoine 3 Barndorff-Nielsen, Ole Eiler 3 Boufoussi, Brahim 3 Cang, Yuquan 3 Chen, Zhenlong 3 Clarke De la Cerda, Jorge 3 Clausel, Marianne 3 Čoupek, Petr 3 Di Girolami, Cristina 3 Diu Tran, T. T. 3 Dozzi, Marco E. 3 Gubinelli, Massimiliano 3 Herbin, Erick 3 Huang, Zhiyuan 3 Issoglio, Elena 3 Jolis, Maria 3 Khalil, Marwa 3 Kozachenko, Yuriĭ Vasyl’ovych 3 Kubilius, Kȩstutis ...and 566 more Authors
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#### Cited in 148 Serials

 57 Stochastic Processes and their Applications 37 Statistics & Probability Letters 28 Stochastics and Dynamics 25 Stochastic Analysis and Applications 24 The Annals of Probability 20 Journal of Mathematical Analysis and Applications 20 Journal of Theoretical Probability 20 Bernoulli 15 Statistical Inference for Stochastic Processes 14 Journal of Functional Analysis 13 Journal of the Korean Statistical Society 12 Stochastics 11 Advances in Difference Equations 11 Electronic Journal of Statistics 10 Random Operators and Stochastic Equations 10 Fractional Calculus & Applied Analysis 9 Infinite Dimensional Analysis, Quantum Probability and Related Topics 9 Frontiers of Mathematics in China 8 Journal of Differential Equations 8 Communications in Statistics. Theory and Methods 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 Potential Analysis 8 Discrete and Continuous Dynamical Systems. Series B 8 Modern Stochastics. Theory and Applications 7 Theory of Probability and Mathematical Statistics 7 Abstract and Applied Analysis 6 Probability Theory and Related Fields 6 The Annals of Applied Probability 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Mediterranean Journal of Mathematics 5 Applied Mathematics and Computation 5 Journal of Applied Probability 5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 5 Mathematical Problems in Engineering 5 Science China. Mathematics 4 Journal of Statistical Physics 4 Applied Mathematics and Optimization 4 Journal of Statistical Planning and Inference 4 Proceedings of the American Mathematical Society 4 Statistics 4 Bulletin des Sciences Mathématiques 4 The Journal of Fourier Analysis and Applications 4 Methodology and Computing in Applied Probability 3 International Journal of Control 3 Chaos, Solitons and Fractals 3 Journal of Multivariate Analysis 3 Probability and Mathematical Statistics 3 Revista Matemática Iberoamericana 3 Electronic Journal of Probability 3 Acta Mathematica Sinica. English Series 3 Brazilian Journal of Probability and Statistics 3 Stochastic Models 3 Journal of Applied Mathematics and Computing 3 Boundary Value Problems 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Applicable Analysis 2 Computers & Mathematics with Applications 2 Communications in Mathematical Physics 2 Lithuanian Mathematical Journal 2 Mathematical Methods in the Applied Sciences 2 Metrika 2 Theory of Probability and its Applications 2 Acta Mathematica Vietnamica 2 The Annals of Statistics 2 Collectanea Mathematica 2 Czechoslovak Mathematical Journal 2 Journal of Computational and Applied Mathematics 2 Osaka Journal of Mathematics 2 Results in Mathematics 2 Journal of Dynamics and Differential Equations 2 Annales Mathématiques Blaise Pascal 2 NoDEA. Nonlinear Differential Equations and Applications 2 Discrete and Continuous Dynamical Systems 2 Journal of Inequalities and Applications 2 International Journal of Theoretical and Applied Finance 2 Nonlinear Analysis. Real World Applications 2 Nonlinear Analysis. Modelling and Control 2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Advances in Mathematical Physics 2 International Journal of Stochastic Analysis 2 Annals of Finance 2 Journal of Applied Analysis and Computation 2 Stochastic and Partial Differential Equations. Analysis and Computations 2 Cogent Mathematics & Statistics 1 Advances in Applied Probability 1 Israel Journal of Mathematics 1 Journal of Mathematical Physics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Annals of the Institute of Statistical Mathematics 1 Journal of Econometrics 1 Nagoya Mathematical Journal 1 Operations Research 1 Transactions of the American Mathematical Society 1 Zeitschrift für Analysis und ihre Anwendungen 1 Bulletin of the Korean Mathematical Society 1 Journal of Time Series Analysis 1 Applied Mathematics and Mechanics. (English Edition) 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. English Series ...and 48 more Serials
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#### Cited in 34 Fields

 621 Probability theory and stochastic processes (60-XX) 122 Statistics (62-XX) 67 Partial differential equations (35-XX) 47 Ordinary differential equations (34-XX) 24 Numerical analysis (65-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Operator theory (47-XX) 18 Harmonic analysis on Euclidean spaces (42-XX) 16 Real functions (26-XX) 15 Systems theory; control (93-XX) 11 Integral equations (45-XX) 10 Dynamical systems and ergodic theory (37-XX) 8 Functional analysis (46-XX) 6 Measure and integration (28-XX) 5 Abstract harmonic analysis (43-XX) 5 Biology and other natural sciences (92-XX) 4 Potential theory (31-XX) 4 Special functions (33-XX) 4 Fluid mechanics (76-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Difference and functional equations (39-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Astronomy and astrophysics (85-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX)