Mihai Gradinaru

Finance · 2001–2005

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #2,866 of 10,518 by trust here, #3,592 by citations
• Economics and Econometrics — 6 citations into it; #6,804 of 23,481 by trust here, #10,872 by citations

Whom Mihai Gradinaru trusts overall

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

1. Francesco Russo
2. Arnold Neumaier
3. Vladas Pipiras
4. David Nualart
5. Laure Coutin
6. Pierre Vallois
7. Wendell H. Fleming
8. Patrick Cheridito
9. Jorge A. León
10. Murad S. Taqqu

Who trusts Mihai Gradinaru overall

1. Ivan Nourdin
2. Jason Swanson
3. Francesco Russo
4. Laurent Decreusefond
5. Pierre Vallois
6. João Guerra
7. David Nualart
8. Patrick Cheridito
9. Ciprian A. Tudor
10. Andreas Neuenkirch

Papers from Mihai Gradinaru's perspective

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

1. Tanaka formula for the fractional Brownian motion
2. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
3. Integration questions related to fractional Brownian motion
4. Regularizing fractional Brownian motion with a view towards stock price modelling
5. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2
6. Introduction to Numerical Analysis
7. Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12
8. Controlled Markov processes and viscosity solutions
9. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
10. Stochastic calculus with respect to continuous finite quadratic variation processes

Their papers

• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4 (2003) — 84 citations
• m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index (2005) — 116 citations
• Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales (2003) — 54 citations
• A singular large deviations phenomenon (2001) — 47 citations