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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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PRÉPUBLICATIONS<br />

[1] (avec A<strong>le</strong>xandra Chronopulou et Fre<strong>de</strong>ri Viens) ”Self-similarity parameter estimation and<br />

reproduction property for non-Gaussian Hermite processes”, 36 pages.<br />

[2] (avec Khalifa Es-Sebaiy, David Nualart et Youssef Ouknine) ”Occupation <strong>de</strong>nsities for<br />

certain processes related to fractional Brownian motion”, 17 pages.<br />

[3] (avec Xavier Bardina et Maria Jolis) ”On the convergence to the multip<strong>le</strong> Wiener-Itô<br />

integral”, 15 pages.<br />

[4] (avec Karine Bertin et So<strong>le</strong>dad Torres) ”Maximum likelihood estimators and random walks<br />

in long-memory mo<strong>de</strong>ls”; 17 pages.<br />

[5] (avec Ivan Nourdin et David Nualart) ”Central and non-central limit theorems for weighted<br />

power variations of the fractional Brownian motion”, 37 pages.<br />

[6] (avec Fre<strong>de</strong>ri Viens) ”Variations and estimators for the self-similarity in<strong>de</strong>x through Malliavin<br />

calculus”, 36 pages.<br />

[7] (avec Khalifa Es-Sebaiy) ”Lévy processes and Skorohod integrals”, 10 pages.<br />

[8] (avec Raluca Balan) ”The stochastic heat equation with a fractional colored noise: existence<br />

of the solution”, 30 pages.<br />

[9] (avec So<strong>le</strong>dad Torres) ”Donsker type theorem for the Rosenblatt process and a binary<br />

market mo<strong>de</strong>l”, 2007, 18 pages.<br />

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