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Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space★

Obayda Assaad , Ciprian A. Tudor
ESAIM: Probability and Statistics, 2021, 25, pp.220-257. ⟨10.1051/ps/2021009⟩
Journal articles hal-03241684v1
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Occupation densities for certain processes related to fractional Brownian motion

Khalifa Es-Sebaiy , David Nualart , Youssef Ouknine , Ciprian A. Tudor
Stochastics: An International Journal of Probability and Stochastic Processes, 2010, 82 (2), pp.133-147. ⟨10.1080/17442500903045531⟩
Journal articles hal-00211827v1
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The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals

Ciprian Tudor
2013
Preprints, Working Papers, ... hal-00789738v3
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Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus

Ciprian A. Tudor
2016
Preprints, Working Papers, ... hal-01253153v1
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Multidimensional Stein method and quantitative asymptotic independence

Ciprian A Tudor
2023
Preprints, Working Papers, ... hal-03995350v3
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Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

Raluca Balan , Ciprian A. Tudor
Journal of Theoretical Probability, 2010, 23 (3), pp.834-870. ⟨10.1007/s10959-009-0237-3⟩
Journal articles hal-00345923v2
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Multidimensional Stein's method for Gamma approximation

Ciprian A Tudor , Jérémy Zurcher
2023
Preprints, Working Papers, ... hal-04090753v1
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Asymptotic Cramér's theorem and analysis on Wiener space

Ciprian A. Tudor
2010
Preprints, Working Papers, ... hal-00493533v1
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Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions

Seiichiro Kusuoka , Ciprian Tudor
2015
Preprints, Working Papers, ... hal-00872900v2
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Sample Paths of the Solution to the Fractional-colored Stochastic Heat Equation

Ciprian A. Tudor , Yimin Xiao
2015
Preprints, Working Papers, ... hal-01108721v2
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Variations and Hurst index estimation for a Rosenblatt process using longer filters

Alexandra Chronopoulou , Ciprian A. Tudor , Frederi Viens
Electronic Journal of Statistics , 2009, 3, pp.1393-1435
Journal articles hal-00440149v1
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Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs

Meryem Slaoui , Ciprian A. Tudor
Journal of Mathematical Analysis and Applications, 2019, ⟨10.1016/j.jmaa.2019.06.031⟩
Journal articles hal-02181051v1
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Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index

Meryem Slaoui , Ciprian A. Tudor
Theory of Probability and Mathematical Statistics, 2018
Journal articles hal-02181050v1
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The density of the solution to the stochastic transport equation with fractional noise

Christian Olivera , Ciprian Tudor
2014
Preprints, Working Papers, ... hal-01058731v1
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Behavior of the Hermite sheet with respect to theHurst index

Héctor Araya , Ciprian A. Tudor
Stochastic Processes and their Applications, 2019, 129, pp.2582 - 2605. ⟨10.1016/j.spa.2018.07.017⟩
Journal articles hal-03480673v1
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Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

Ciprian Tudor , Nakahiro Yoshida
2017
Preprints, Working Papers, ... hal-01659406v1
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High order asymptotic expansion for Wiener functionals

Ciprian Tudor , Nakahiro Yoshida
2019
Preprints, Working Papers, ... hal-02291565v1
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Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise

Stefano Bonaccorsi , Ciprian A. Tudor
2009
Preprints, Working Papers, ... hal-00434216v1
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The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals

David Nualart , Ciprian Tudor
2014
Preprints, Working Papers, ... hal-00949119v1
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A strong convergence to the Rosenblatt process

Johanna Garzon , Soledad Torres , Ciprian A. Tudor
2011
Preprints, Working Papers, ... hal-00625091v1
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Stein method for invariant measures of diffusions via Malliavin calculus

Seiichiro Kusuoka , Ciprian A. Tudor
2012
Preprints, Working Papers, ... hal-00618788v2
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Hermite variations of the fractional Brownian sheet

Anthony Réveillac , Michael Stauch , Ciprian A. Tudor
2010
Preprints, Working Papers, ... hal-00522801v1
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2D- stochastic currents over the Wiener sheet

Franco Flandoli , Peter Imkeller , Ciprian Tudor
2012
Preprints, Working Papers, ... hal-00665865v2
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Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes

Alexandra Chronopoulou , Frederi Viens , Ciprian A. Tudor
2010
Preprints, Working Papers, ... hal-00294038v2
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Wiener integrals with respect to the Hermite random field and applications to the wave equation

Jorge Clarke de La Cerda , Ciprian A. Tudor
Collectanea Mathematica, 2014, 65, pp.341 - 356. ⟨10.1007/s13348-014-0108-9⟩
Journal articles hal-01393678v1
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Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet

Jorge Clarke de La Cerda , Ciprian A. Tudor
Journal of the Korean Statistical Society, 2012, 41, pp.341 - 350
Journal articles hal-00619170v1
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Asymptotic normality for a modified quadratic variation of the Hermite process

Antoine Ayache , Ciprian A Tudor
2023
Preprints, Working Papers, ... hal-04076434v1
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Hitting times for the stochastic wave equation with fractional-colored noise

Jorge Clarke de La Cerda , Ciprian Tudor
Revista Matemática Iberoamericana, 2014, 30 (2), pp.685 - 709
Journal articles hal-00680005v1
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The Stochastic Wave Equation with Fractional Noise: a random field approach

Raluca Balan , Ciprian A. Tudor
2009
Preprints, Working Papers, ... hal-00442275v1
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The transport equation and zero quadratic variation processes

Jorge Clarke de La Cerda , Christian Olivera , Ciprian Tudor
Discrete and Continuous Dynamical Systems - Series B, 2016, ⟨10.3934/xx.xx.xx.xx⟩
Journal articles hal-01690248v1