222 citations · 569 across the 70 of their papers we have counts for
78 papers
Parameter Estimation of the Stochastic Allen--Cahn Equation via variations
Simon Chony Acosta, Christian Olivera, Ciprian Tudor
This paper addresses statistical inference for stochastic partial differential equations. We study the stochastic Allen-Cahn equation driven by space-time white noise and analyze i…
Multidimensional Stein's method for asymptotic independence with invariant measures of diffusion
Ciprian A. Tudor, Jérémy Zurcher
We derive a multidimensional Stein's method for asymptotic independence in the case of a general target with a density, being invariant measure of a diffusion process. It allow…
Temporal quadratic and higher order variation for the nonlinear stochastic heat equation and applications to parameter estimation
Christian Olivera, C. Tudor
We consider the stochastic heat equation which includes a fractional power of the Laplacian of order and it is driven by a nonlinear space-time Gaussian white noise.…
On explosion time in stochastic differential equations driven by fractional Brownian motion
Johanna Garzon, Jorge A. Leon, Soledad Torres +2
In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter .…
The spatial average of solutions to SPDEs is asymptotically independent of the solution
Ciprian A Tudor, Jérémy Zurcher
Let be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correla…
Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process
Ciprian A. Tudor, Nakahiro Yoshida
We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion…