222 citations
- Université Paris 1 Panthéon-SorbonneFR28 papers
- Centre National de la Recherche ScientifiqueFR15 papers
- Laboratoire de Statistique Théorique et AppliquéeFR13 papers
- Sorbonne UniversitéFR10 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR8 papers
- Université Paris CitéFR7 papers
- CEPN - Centre d'Economie de l'Université Paris Nord6 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR6 papers
- Paris School of EconomicsFR6 papers
- Cole Engineering Services (United States)US4 papers
- Université Sorbonne Paris NordFR4 papers
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Showing 2009 · math.PRShow all
3 papers · 2 filters
math.PR2009★ 1 cited
On the structure of Gaussian random variables
Ciprian Tudor
We study when a given Gaussian random variable on a given probability space is equal almost surely to where is a Brownian motion defined on the sam…
math.PR2009★ 2 cited
On the discretization of backward doubly stochastic differential equations
Omar Aboura
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…
math.PR2009
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Ciprian Tudor
Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variab…