Absolute continuity of the solution to the stochastic Burgers equation von Olivera, Christian, Tudor, Ciprian A.

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The overdamped generalized Langevin equation with Hermite noise von Tudor, Ciprian A.

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High order asymptotic expansion for Wiener functionals von Tudor, Ciprian A., Yoshida, Nakahiro

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Chaos expansion of uniformly distributed random variables and application to number theory von Tudor, Ciprian

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Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos von Tudor, Ciprian A., Yoshida, Nakahiro

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Berry-Essén theorem for random determinants von Diez, Charles-Philippe, Tudor, Ciprian A.

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Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation von Gamain, Julie, Tudor, Ciprian A.

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Existence and Besov regularity of the density for a class of SDEs with Volterra noise von Olivera, Christian, Tudor, Ciprian A.

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Quantitative normal approximations for the stochastic fractional heat equation von Assaad, Obayda, Nualart, David, Tudor, Ciprian A., Viitasaari, Lauri

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Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions von KUSUOKA, SEIICHIRO, TUDOR, CIPRIAN A.

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Pathwise analysis and parameter estimation for the stochastic Burgers equation von Assaad, Obayda, Tudor, Ciprian A.

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Limiting behavior of large correlated Wishart matrices with chaotic entries von Bourguin, Solesne, Diez, Charles-Philippe, Tudor, Ciprian A.

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Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion von Tudor, Ciprian A., Yoshida, Nakahiro

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Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise von Araya, Héctor, Torres, Soledad, Tudor, Ciprian A.

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Statistical Aspects of the Fractional Stochastic Calculus von Tudor, Ciprian A., Viens, Frederi G.

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Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos von Dhoyer, Rémy, Tudor, Ciprian A.

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Analysis of the Rosenblatt process von Tudor, Ciprian A.

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Non-Gaussian Selfsimilar Stochastic Processes von Tudor, Ciprian

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Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean von Shevchenko, Radomyra, Tudor, Ciprian A.

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Ergodicity and Drift Parameter Estimation for Infinite-Dimensional Fractional Ornstein–Uhlenbeck Process of the Second Kind von Balde, Maoudo Faramba, Es-Sebaiy, Khalifa, Tudor, Ciprian A.

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