222 citations · 569 across the 70 of their papers we have counts for
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math.PR2014★ 8 cited
The density of the solution to the stochastic transport equation with fractional noise
Christian Olivera, Ciprian Tudor
We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin…
math.PR2014★ 1 cited
The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals
David Nualart, Ciprian Tudor
The aim of this paper is to show an estimate for the determinant of the covariance of a two-dimensional vector of multiple stochastic integrals of the same order in terms of a line…
math.PR2014★ 8 cited
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
Marianne Clausel, François Roueff, Murad Taqqu +1
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite proce…