The following pages link to Ciprian A. Tudor (Q384918):
Displayed 50 items.
- Chaos expansion and regularity of the local time of the solution to the stochastic heat equation with additive fractional-colored noise (Q384919) (← links)
- On the distribution of the Rosenblatt process (Q386276) (← links)
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
- (Q402491) (redirect page) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
- A strong convergence to the Rosenblatt process (Q412475) (← links)
- Stein's method for invariant measures of diffusions via Malliavin calculus (Q424492) (← links)
- Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
- Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
- Fractional 2D-stochastic currents (Q462183) (← links)
- Additive functionals of the solution to fractional stochastic heat equation (Q485173) (← links)
- Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
- On the law of the solution to a stochastic heat equation with fractional noise in time (Q500239) (← links)
- On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
- The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals (Q516127) (← links)
- SPDE with generalized drift and fractional-type noise (Q520227) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- The stochastic wave equation with fractional noise: a random field approach (Q608222) (← links)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) (← links)
- Cramér theorem for gamma random variables (Q638281) (← links)
- Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (Q657765) (← links)
- Rosenblatt Laplace motion (Q670530) (← links)
- Generalized Anderson model with time-space multiplicative fractional noise (Q681253) (← links)
- (Q705315) (redirect page) (← links)
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation (Q705317) (← links)
- The transport equation and zero quadratic variation processes (Q727466) (← links)
- Hitting times for the stochastic wave equation with fractional colored noise (Q742891) (← links)
- Quadratic variations for the fractional-colored stochastic heat equation (Q743502) (← links)
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- On the equivalence of multiparameter Gaussian processes (Q867078) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- Approximation of the finite dimensional distributions of multiple fractional integrals (Q984723) (← links)
- The law of a stochastic integral with two independent fractional Brownian motions (Q1012428) (← links)
- On the convergence to the multiple Wiener-Itô integral (Q1017650) (← links)
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308) (← links)
- Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion (Q1038965) (← links)
- Brownian and fractional Brownian stochastic currents via Malliavin calculus (Q1048164) (← links)
- Stochastic evolution equations with fractional Brownian motion (Q1416779) (← links)
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes. (Q1423053) (← links)
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (Q1616328) (← links)
- ARCH model and fractional Brownian motion (Q1698250) (← links)
- The multifractal random walk as pathwise stochastic integral: construction and simulation (Q1745273) (← links)
- Stochastic heat equation with fractional Laplacian and fractional noise: existence of the solution and analysis of its density (Q1752108) (← links)
- Itô formula and local time for the fractional {B}rownian sheet (Q1767507) (← links)
- Martingale-type stochastic calculus for anticipating integral processes (Q1769778) (← links)
- Itô-Skorohod stochastic equations and applications to finance (Q1773288) (← links)