1 citations · 1 across the 5 of their papers we have counts for
5 papers
Limits of bifractional Brownian noises
Makoto Maejima, Ciprian Tudor
Let be a bifractional Brownian motion with two parameters and . The main result of this paper is that the increment process…
Occupation densities for certain processes related to fractional Brownian motion
Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine +1
In this paper we establish the existence of a square integrable occupation density for two classes of stochastic processes. First we consider a Gaussian process with an absolutely…
On the convergence to the multiple Wiener-Ito integral
Xavier Bardina, Maria Jolis, Ciprian Tudor
We study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Came…
Multidimensional bifractional Brownian motion: Ito and Tanaka formulas
Ciprian Tudor, Khalifa Es-Sebaiy
Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive Itô's and Tanaka's formulas for the -dimensional bifractional Bro…
Anticipating integrals and martingales on the Poisson space
Giovanni Peccati, Ciprian A. Tudor
Let be a standard compensated Poisson process on . We prove a new characterization of anticipating integrals of the Skorohod type with respect to $\tilde{N}…