Concepedia

Mihai Gradinaru

MG

7

Publications

352

Citations

7

H-Index

1994

Active since

Affiliations

Institut Élie Cartan de Lorraine(Current)

Université de Lorraine

Laboratoire de Probabilités et Modèles Aléatoires

Laboratoire Analyse, Géométrie et Applications

Université Sorbonne Paris Nord

Mihai Gradinaru is an author at Institut Élie Cartan de Lorraine specializing in engineering, stochastic calculus, and stochastic processes.

Top concepts

EngineeringStochastic CalculusBrownian MotionStochastic ProcessesProbabilityStochastic AnalysisApproximation TheoryStochastic Differential Equations

Publications per year

1994–2005

7

Publications

7

m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

Mihai Gradinaru, Ivan Nourdin, Francesco Russo et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2004 · 101 citations · Full text

Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$

Mihai Gradinaru, Francesco Russo, Pierre Vallois · The Annals of Probability · 2003 · 71 citations · Full text

Classical Brownian Motion, Fractional Brownian Motion, Engineering +9

Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales

Mihai Gradinaru, Ivan Nourdin · Electronic Journal of Probability · 2003 · 52 citations · Full text

Fractional Brownian Motion, Engineering, Integrable Probability +11

A singular large deviations phenomenon

Mihai Gradinaru · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2001 · 42 citations · Full text

Hölder norms and the support theorem for diffusions

Gérard Ben Arous, Mihai Gradinaru, Michel Ledoux · HAL (Le Centre pour la Communication Scientifique Directe) · 1994 · 40 citations · Full text

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