Prof. Dr. Ciprian Tudor

Profile

Academic positionFull Professor
Research fieldsGeneral and overarching topics in Mathematics; collections
KeywordsLimit theorems, Malliavin calculus, Stochastic equations, Stochastic processes

Current contact address

CountryFrance
CityVilleneuve d'Ascq
InstitutionUniversite de Lille
InstituteUFR Mathématiques

Host during sponsorship

Prof. Dr. Peter ImkellerInstitut für Mathematik, Humboldt-Universität zu Berlin, Berlin
Start of initial sponsorship01/03/2009

Programme(s)

2008Humboldt Research Fellowship Programme for Experienced Researchers

Publications (partial selection)

2010Xavier Bardina, Khalifa Es-Sebaiy and Ciprian Tudor: Approximation of the finite dimensional distributions of multiple fractional integrals. In: Journal of Mathematical Analysis and Applications, 2010, 694-711
2010Franco Flandoli and Ciprian Tudor: Brownian and fractional Brownian stochastic currents via Malliavin calculus. In: Journal of Functional Analysis, 2010, 279-306
2010Raluca Balan and Ciprian Tudor: Stochastic Heat Equation with Multiplicative Fractional-Colored Noise. In: Journal of Theoretical Probability, 2010,
2009Ciprian Tudor: Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion. In: Electronic Communications in Probability, 2009, 278-289
2009Alexandra Chronopoulou, Frederi Viens and Ciprian Tudor: Variations and Hurst index estimation for a Rosenblatt process using longer filters. In: Electronic Journal of Statistics, 2009, 1393-1435