222 citations · 569 across the 70 of their papers we have counts for
8 papers · 2 filters
Estimation of the drift parameter for the fractional stochastic heat equation via power variation
Zeina Mahdi Khalil, Ciprian Tudor
We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and…
High order asymptotic expansion for Wiener functionals
Ciprian Tudor, Nakahiro Yoshida
By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expansion theory for a sequence of vector-valued random variables. Our asymptotic ex…
Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs
Meryem Slaoui, Ciprian A. Tudor
We consider the Wiener integral with respect to a -parameter Hermite process with Hurst multi-index and we…
Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index
Meryem Slaoui, Ciprian A. Tudor
We study the convergence in distribution, as and as , of the integral , where is a Rosenblatt process with se…
Integration-by-Parts Characterizations of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor +1
The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts form…
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean
Radomyra Shevchenko, Ciprian A. Tudor
We study the least squares estimator for the drift parameter of the Langevin stochastic equation driven by the Rosenblatt process. Using the techniques of the Malliavin calculus an…