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Ciprian Tudor (CES

Identifiers

  • name variant Ciprian Tudor (CES 0.60 · backfill

Papers (13)

  1. On the structure of Gaussian random variables math.PR · 2009 · author #1
  2. Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion math.PR · 2009 · author #1
  3. Brownian and fractional Brownian stochastic currents via Malliavin calculus math.PR · 2009 · author #2
  4. Stochastic Heat Equation with Multiplicative Fractional-Colored Noise math.PR · 2008 · author #2
  5. Limits of bifractional Brownian noises math.PR · 2008 · author #2
  6. Occupation densities for certain processes related to fractional Brownian motion math.PR · 2008 · author #4
  7. On the convergence to the multiple Wiener-Ito integral math.PR · 2007 · author #3
  8. Maximum likelihood estimators and random walks in long memory models math.ST · 2007 · author #3
  9. Central and non-central limit theorems for weighted power variations of fractional Brownian motion math.PR · 2007 · author #3
  10. Variations and estimators for the selfsimilarity order through Malliavin calculus math.PR · 2007 · author #1
  11. The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution math.PR · 2007 · author #2
  12. Multidimensional bifractional Brownian motion: Ito and Tanaka formulas math.PR · 2007 · author #1
  13. Donsker theorem for the Rosenblatt process and a binary market model math.PR · 2007 · author #1

Mentions

  • 0907.2501 #1 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0907.1116 #1 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0907.0292 #2 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0812.1913 #2 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0810.4764 #2 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0801.3314 #4 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0712.3837 #3 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0711.0513 #3 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0710.5639 #3 · backfill · confidence 0.70 Ciprian Tudor (CES
  • 0709.3896 #1 · backfill · confidence 0.70 Ciprian Tudor (CES

Frequent Coauthors