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Ciprian A. Tudor (LPP)

Identifiers

  • name variant Ciprian A. Tudor (LPP) 0.60 · backfill

Papers (11)

  1. Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs math.PR · 2019 · author #2
  2. Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index math.PR · 2019 · author #2
  3. Wiener integrals with respect to the Hermite random field and applications to the wave equation math.PR · 2016 · author #2
  4. Sample Paths of the Solution to the Fractional-colored Stochastic Heat Equation math.PR · 2015 · author #1
  5. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders math.PR · 2014 · author #4
  6. Modeling First Line Of An Order Book With Multivariate Marked Point Processes q-fin.TR · 2012 · author #2
  7. High order chaotic limits of wavelet scalograms under long--range dependence math.PR · 2012 · author #4
  8. On the law of the solution to a stochastic heat equation with fractional noise in time math.PR · 2011 · author #2
  9. Stein method for invariant measures of diffusions via Malliavin calculus math.PR · 2011 · author #2
  10. Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes math.ST · 2011 · author #4
  11. Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory math.PR · 2010 · author #4

Mentions

  • 1402.1710 #4 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)
  • 1211.4157 #2 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)
  • 1201.4831 #4 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)
  • 1110.2597 #2 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)
  • 1109.0684 #2 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)
  • 1105.1011 #4 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)
  • 1006.2282 #4 · backfill · confidence 0.70 Ciprian A. Tudor (LPP)

Frequent Coauthors