Ciprian A. Tudor

Finance · 2001–2013

A researcher in the Science corpus: 19 papers; trusts 42 researchers and is trusted by 44 researchers here, as inferred from the citation graph.

Subfields

• Finance — 102 citations into it; #530 of 10,518 by trust here, #965 by citations
• Mathematical Physics — 45 citations into it; #2,207 of 8,562 by trust here, #2,200 by citations
• Economics and Econometrics — 37 citations into it; #2,055 of 23,481 by trust here, #4,865 by citations
• Applied Mathematics — 17 citations into it; #936 of 7,620 by trust here, #1,522 by citations
• Statistics and Probability — 12 citations into it; #1,886 of 12,932 by trust here, #3,177 by citations
• Management Science and Operations Research — 11 citations into it
• Statistical and Nonlinear Physics — 7 citations into it
• Artificial Intelligence — 5 citations into it

Whom Ciprian A. Tudor trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Nualart
2. Vladas Pipiras
3. Patrick Cheridito
4. Yaozhong Hu
5. Giovanni Peccati
6. M. Maejima
7. Terry Lyons
8. Jan Beran
9. Ivan Nourdin
10. H. Sørensen

Who trusts Ciprian A. Tudor overall

1. Ivan Nourdin
2. Alexandra Chronopoulou
3. Shuyang Bai
4. Yaozhong Hu
5. Frederi G. Viens
6. David Nualart
7. Murad S. Taqqu
8. Giovanni Peccati
9. T. T. Diu Tran
10. Litan Yan

Papers from Ciprian A. Tudor's perspective

Ordered by how strongly the researchers Ciprian A. Tudor trusts endorse each paper. Same corpus, a different order for every researcher.

1. Integration questions related to fractional Brownian motion
2. Central limit theorems for multiple stochastic integrals and Malliavin calculus
3. Analysis of the Rosenblatt process
4. The Malliavin Calculus and Related Topics
5. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
6. Tanaka formula for the fractional Brownian motion
7. Stein’s method on Wiener chaos
8. Renormalized self-intersection local time for fractional Brownian motion
9. Stochastic heat equation driven by fractional noise and local time
10. Introduction to stochastic partial differential equations

Their papers

• Gaussian Limits for Vector-valued Multiple Stochastic Integrals (2005) — 270 citations
• Tanaka formula for the fractional Brownian motion (2001) — 80 citations
• Stein’s method for invariant measures of diffusions via Malliavin calculus☆ (2012) — 52 citations
• Analysis of the Rosenblatt process (2006) — 228 citations
• Variations and estimators for selfsimilarity parameters via Malliavin calculus (2009) — 94 citations
• Statistical aspects of the fractional stochastic calculus (2006) — 172 citations
• Wiener integrals, Malliavin calculus and covariance measure structure (2006) — 87 citations
• On the distribution of the Rosenblatt process (2013) — 86 citations
• Variations and Hurst index estimation for a Rosenblatt process using longer filters (2009) — 51 citations
• Sample path properties of bifractional Brownian motion (2006) — 104 citations
• Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes (2008) — 49 citations
• Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (2013) — 93 citations
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (2009) — 70 citations
• Stochastic Heat Equation with Multiplicative Fractional-Colored Noise (2008) — 55 citations
• Inner product spaces of integrands associated to subfractional Brownian motion (2008) — 47 citations
• Some properties of the sub-fractional Brownian motion (2007) — 143 citations
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem (2007) — 120 citations
• Bifractional Brownian motion (2005) — 146 citations
• Stochastic evolution equations with fractional Brownian motion (2003) — 257 citations