Ciprian A. Tudor

Stochastic evolution equations with fractional Brownian motion

Samy Tindel, Ciprian A. Tudor, Frédéri Viens · Probability Theory and Related Fields · 2003 · 234 citations · Full text

Stochastic Differential Equation, Fractional Brownian Motion, Fractional Stochastics

On bifractional Brownian motion

Francesco Russo, Ciprian A. Tudor · Stochastic Processes and their Applications · 2005 · 146 citations · Full text

Engineering, Probability Theory, Brownian Motion +2

Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Makoto Maejima, Ciprian A. Tudor · Stochastic Analysis and Applications · 2007 · 107 citations · Full text

Hermite Process, Engineering, Integrable Probability +8

Sample path properties of bifractional Brownian motion

Ciprian A. Tudor, Yimin Xiao · Bernoulli · 2007 · 101 citations · Full text

Variations and estimators for the selfsimilarity order through Malliavin calculus

Ciprian A. Tudor, Frédéri Viens · ArXiv.org · 2007 · 95 citations · Full text