Curriculum vitae de Ciprian TUDOR Né le 14/09/73 ... - samos-matisse
Curriculum vitae de Ciprian TUDOR Né le 14/09/73 ... - samos-matisse
Curriculum vitae de Ciprian TUDOR Né le 14/09/73 ... - samos-matisse
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[22] (avec Giovanni Peccati et Michè<strong>le</strong> Thieul<strong>le</strong>n) ”Martinga<strong>le</strong> structure for Skorohod integral<br />
processes”, 2006, The Annals of Probability, 34 (3).<br />
[21] ”Itô formula for the infinite-dimensional fractional Brownian motion”, 2005, Journal of<br />
Mathematics of Kyoto University, 45 (3), pag. 531-546.<br />
[20] (avec Brahim Boufoussi) ”Kramers-Smoluchowski approximation for stochastic equations<br />
with fractional Brownian motion”, 2005, Revue Roumaine <strong>de</strong> Mathématiques Pures<br />
et Appliquées, Tome 50 (2).<br />
[19] (avec Giovanni Peccati) ”Gaussian limits for vectors valued multip<strong>le</strong> stochastic integrals”,<br />
2004, Séminaire <strong>de</strong> Probabilités XXXVIII, Lecture Notes in Mathematics, pag.<br />
247-262.<br />
[18] (avec Nathalie Eisenbaum) ”A question on squared fractional Brownian motions”, 2004,<br />
Séminaire <strong>de</strong> Probabilités XXXVIII, Lecture Notes in Mathematics, pag.282-289.<br />
[17] ” Itô-Skorohod stochastic equations and applications to finance”, 2004, Journal of Applied<br />
Mathematics and Stochastic Analysis, 4, pag. 359-369.<br />
[16] (avec So<strong>le</strong>dad Torres) ”The Eu<strong>le</strong>r scheme for a class of anticipating equations”, 2004,<br />
Random Operators and Stochastic Equations, 12(3), pag. 211-224.<br />
[15] (avec Samy Tin<strong>de</strong>l et Fre<strong>de</strong>ri Viens) ”Sharp Gaussian regularity on the circ<strong>le</strong> and application<br />
to the fractional stochastic heat equation”, 2004, Journal of Functional Analysis”,<br />
217(2), pag. 280-313.<br />
[<strong>14</strong>] (avec M’Hamed Eddahbi, Ramon Lacayo, Josep Lluis So<strong>le</strong> et Josep Vives) ”Regularity<br />
for the local times for multidimensional fractional Brownian motion with N parameters”,<br />
2005, Stochastic Analysis and Applications, 23(2), pag. 383-400.<br />
[13] ”Martinga<strong>le</strong> type stochastic calculus for anticipating integrals”, 2004, Bernoulli, 10(2),<br />
pag. 315-323.<br />
[12] (avec Fre<strong>de</strong>ri Viens) ”Itô formula and local time for the fractional Brownian sheet”, 2003,<br />
E<strong>le</strong>ctronic Journal of Probability, 8, paper <strong>14</strong>, pag. 1-31<br />
[11] (avec Xavier Bardina et Maria Jolis) ”Weak approximation of the fractional Brownian<br />
motion sheet”, 2003, Statistics and Probability Letters, 65(4), pag. 317-329.<br />
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