 |
 |
 |
 |
|
|
||
|---|---|---|
|
hal-00308764v1
Article dans une revue
Khalifa Es-Sebaiy, Ciprian Tudor. Lévy processes and Itô-Skorohod integrals Theory of Stochastic Processes, 2008, 14 (30) (2), pp.10-18 |
||
|
hal-00329551v1
Communication dans un congrès
Ciprian Tudor. Local times Stochastic Processes and their Appplications, Jul 2006, Paris, France |
||
|
hal-00329541v1
Communication dans un congrès
Ciprian Tudor. Donsker theorem and binary market models Kent-Purdue Symposium on Financial Mathematics, Apr 2007, Kent, United States |
||
|
hal-00329554v1
Communication dans un congrès
Ciprian Tudor. Bifractional Brownian motion Seminar on Stochastic processes, Mar 2005, Ithaca, United States |
||
|
hal-00329555v1
Communication dans un congrès
Ciprian Tudor. Statistical aspects of the fractional calculus 5th Workshop "Stochastic Analysis, Random Fields and Applications, May 2005, Ascona, Switzerland |
||
|
hal-00329556v1
Communication dans un congrès
Ciprian Tudor. Bifractional Brownian motion Self-similarity and applications, May 2005, Toulouse, France |
||
|
hal-00329544v1
Communication dans un congrès
Ciprian Tudor. Analysis of the Rosenblatt process Workshop on Stochastic Equations and Related Topics, Jun 2006, Jena, Germany |
||
|
hal-00329545v1
Communication dans un congrès
Ciprian Tudor. Statistical aspects of the fractional calculus Workshop on stochastic analysis, Mar 2005, Jyvaskyla, Finland |
||
|
hal-00329543v1
Communication dans un congrès
Ciprian Tudor. Skorohod integrals and martingales Skorohod Space Conference, Jun 2007, Kiev, Ukraine |
||
|
hal-00329546v1
Communication dans un congrès
Ciprian Tudor. Variations and Estimators via Malliavin calculus Journée sur les processus fractionnaires, Jan 2008, La Rochelle, France |
||
|
hal-00329547v1
Communication dans un congrès
Ciprian Tudor. Variations and Estimators via Malliavin calculus Journées fractionnaires, Jun 2008, Paris, France |
||
|
hal-00329542v1
Communication dans un congrès
Ciprian Tudor. Donsker theorem and binary market models Stochastic and Potential Analysis, Mar 2007, Hammamet,, Tunisia |
||
|
hal-00329548v1
Communication dans un congrès
Ciprian Tudor. Variations and Estimators via Malliavin calculus Journées de Mathématiques Appliquées, Jun 2008, Safi, Morocco |
||
|
hal-00329550v1
Communication dans un congrès
Ciprian Tudor. Analysis of the Rosenblatt process Journées Fractionnaires Parisiennes, Jun 2006, Paris, France |
||
|
hal-00329553v1
Communication dans un congrès
Ciprian Tudor. Analysis of the Rosenblatt process 8eme Colloque Franco-Roumain de Mathématiques Appliquées, Jul 2006, Chambery, France |
||
|
hal-00184057v3
Article dans une revue
Ivan Nourdin, David Nualart, Ciprian Tudor. Central and non-central limit theorems for weighted power variations of fractional Brownian motion Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2010, 46 (4), pp.1055-1079. <10.1214/09-AIHP342> |
||
|
hal-00403952v2
Pré-publication, Document de travail
Ciprian Tudor. On the structure of Gaussian random variables 2009 |
||
|
hal-00013903v2
Article dans une revue
Ivan Nourdin, Ciprian Tudor. Some linear fractional stochastic equations Stochastics, 2006, 78 (2), pp.51-65. <10.1080/17442500600688997> |
||
|
hal-00345923v2
Article dans une revue
Raluca Balan, Ciprian Tudor. Stochastic Heat Equation with Multiplicative Fractional-Colored Noise Journal of Theoretical Probability, Sprnger, 2010, 23 (3), pp.834-870. <10.1007/s10959-009-0237-3> |
||
|
hal-00134609v1
Article dans une revue
Khalifa Es-Sebaiy, Ciprian Tudor. Multidimensional bifractional Brownian motion: Ito and Tanaka formulas Stochastics and Dynamics, World Scientific Publishing, 2007, 7 (3), pp.365-388 |
||
|
hal-00339203v2
Article dans une revue
Jean-Marc Bardet, Ciprian Tudor. A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2010, 120, pp.2331-2362. <10.1016/j.spa.2010.08.003> |
||
|
hal-00515476v1
Article dans une revue
Solesne Bourguin, Ciprian Tudor. Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2011, 29 (5), pp.881-905 |
||
|
hal-00134608v1
Article dans une revue
Soledad Torres, Ciprian Tudor. Donsker theorem for the Rosenblatt process and a binary market model Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2009, 27 (3), pp.555-573. <10.1080/07362990902844371> |
||
|
hal-00176227v1
Article dans une revue
Makoto Maejima, Ciprian Tudor. Wiener integrals with respect to the Hermite process and a Non-Central Limit Theorem Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2007, 25 (5), pp.1043 - 1056. <10.1080/07362990701540519> |
||
|
hal-00134611v1
Article dans une revue
Raluca Balan, Ciprian Tudor. The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution ALEA (Latin American Journal of Probability and Statistics), 2008, 4, pp.57-87 |
||
|
hal-00184942v2
Pré-publication, Document de travail
Karine Bertin, Soledad Torres, Ciprian Tudor. Maximum likelihood estimators and random walks in long memory models To appear in "Statistics". 2009 |
||
|
hal-00130622v1
Article dans une revue
Ciprian Tudor, Frederi Viens. Statistical aspects of the fractional stochastic calculus The Annals of Statistics, IMS, 2007, 35 (3), pp.1183-1212. <10.1214/009053606000001541> |
||
|
hal-00130660v1
Article dans une revue
Ciprian Tudor, Frederi Viens. Ito formula for the two parameter fractional Brownian motion using the extended divergence integral Stochastics An International Journal of Probability and Stochastic Processes, Taylor & Francis, 2006, 78 (6), pp.443 - 462. <10.1080/17442500601014912> |
||
|
hal-00130666v1
Article dans une revue
Ciprian Tudor. Ito formula for the infinite dimensional fractional Brownian motion Journal of Mathematics of Kyoto University, 2005, 45 (3), pp.531-546 |
||
|
hal-00470017v1
Article dans une revue
Solesne Bourguin, Ciprian Tudor. Asymptotic theory for fractional regression models via Malliavin calculus Journal of Theoretical Probability, Sprnger, 2010, 25 (2), pp.536-564 |
||
|
|
||