222 citations · 569 across the 70 of their papers we have counts for
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Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
Raluca Balan, Ciprian Tudor
We consider the stochastic heat equation with multiplicative noise in $\bR_{+} \times \bR^d$, where denotes the Wick product, and the s…
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Jean-Marc Bardet, Ciprian Tudor
By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-similar stochastic processes: the fractional Brownian motion and the Rosenblatt…
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…
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
Alexandra Chronopoulou, Frederi Viens, Ciprian Tudor
We consider the class of all the Hermite processes of order and with Hurst parameter . The pr…
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…