Publications (40)
Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions
Seiichiro Kusuoka, Ciprian Tudor
The transport equation and zero quadratic variation processes
Jorge Clarke de La Cerda, Christian Olivera, Ciprian Tudor
Hitting times for the stochastic wave equation with fractional-colored noise
Jorge Clarke De La Cerda, Ciprian Tudor
Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet
Jorge Clarke De La Cerda, Ciprian Tudor
Limits of bifractional Brownian noises
Makoto Maejima, Ciprian Tudor
The density of the solution to the stochastic transport equation with fractional noise
Christian Olivera, Ciprian Tudor
2D- stochastic currents over the Wiener sheet
Franco Flandoli, Peter Imkeller, Ciprian Tudor
The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals
David Nualart, Ciprian Tudor
Occupation densities for certain processes related to fractional Brownian motion
Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine +1
Existence and Besov regularity of the density for a class of SDEs with Volterra noise
Christian Olivera, Ciprian Tudor
Malliavin Calculus and Self Normalized Sums
Solesne Bourguin, Ciprian Tudor
Approximation of the finite dimensional distributions of multiple fractional integrals
Xavier Bardina, Khalifa Es-Sebaiy, Ciprian Tudor
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
Alexandra Chronopoulou, Frederi Viens, Ciprian Tudor
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Ivan Nourdin, David Nualart, Ciprian Tudor
Asymptotic theory for fractional regression models via Malliavin calculus
Solesne Bourguin, Ciprian Tudor
Multidimensional bifractional Brownian motion: Ito and Tanaka formulas
Ciprian Tudor, Khalifa Es-Sebaiy
Variations and estimators for the selfsimilarity order through Malliavin calculus
Ciprian Tudor, Frederi Viens
On the convergence to the multiple Wiener-Ito integral
Xavier Bardina, Maria Jolis, Ciprian Tudor
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
Ciprian Tudor, Nakahiro Yoshida
Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus
Ciprian Tudor
Maximum likelihood estimators and random walks in long memory models
Karine Bertin, Soledad Torres, Ciprian Tudor
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
Stefano Bonaccorsi, Ciprian Tudor
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Jean-Marc Bardet, Ciprian Tudor
Multifractal random walks with fractional Brownian motion via Malliavin calculus
Alexis Fauth, Ciprian Tudor
Cramér theorem for Gamma random variables
Solesne Bourguin, Ciprian Tudor
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Ciprian Tudor
Asymptotic Cramér's theorem and analysis on Wiener space
Ciprian Tudor
Sample Path Properties of Bifractional Brownian Motion
Ciprian Tudor, Yimin Xiao
The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
Ciprian Tudor
The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution
Raluca Balan, Ciprian Tudor
On generalized ARCH model with stationary liquidity
Pauliina Ilmonen, Soledad Torres, Ciprian Tudor +2
Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
Solesne Bourguin, Ciprian Tudor
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Alexandra Chronopoulou, Ciprian Tudor, Frederi Viens
Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
Raluca Balan, Ciprian Tudor
Wiener integrals, Malliavin calculus and covariance measure structure
Ida Kruk, Francesco Russo, Ciprian Tudor
A strong convergence to the Rosenblatt process
Johanna Garzon, Soledad Torres, Ciprian Tudor
On the structure of Gaussian random variables
Ciprian Tudor
The Stochastic Wave Equation with Fractional Noise: a random field approach
Raluca Balan, Ciprian Tudor
Brownian and fractional Brownian stochastic currents via Malliavin calculus
Franco Flandoli, Ciprian Tudor
Donsker theorem for the Rosenblatt process and a binary market model
Ciprian Tudor, Soledad Torres