Tudor, Ciprian A.; Zurcher, Jérémy The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems. (English) Zbl 1539.60021 Stochastic Processes Appl. 172, Article ID 104333, 22 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H40 60H15 60H07 60G35 35L05 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A.; Yoshida, Nakahiro High order asymptotic expansion for Wiener functionals. (English) Zbl 07738480 Stochastic Processes Appl. 164, 443-492 (2023). MSC: 62M09 60F05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Gamain, Julie; Tudor, Ciprian A. Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation. (English) Zbl 1515.60234 Jpn. J. Stat. Data Sci. 6, No. 1, 381-406 (2023). MSC: 60H15 62F10 62M40 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A. Fractional stochastic heat equation with Hermite noise. (English) Zbl 1515.60170 Grad. J. Math. 7, No. 2, 1-18 (2022). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: Link
Assaad, Obayda; Gamain, Julie; Tudor, Ciprian A. Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise. (English) Zbl 1511.60093 Stoch. Dyn. 22, No. 7, Article ID 2240014, 25 p. (2022). MSC: 60H15 60G18 60H07 62M99 × Cite Format Result Cite Review PDF Full Text: DOI
Shevchenko, Radomyra; Slaoui, Meryem; Tudor, C. A. Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus. (English) Zbl 1456.60089 J. Stat. Plann. Inference 207, 155-180 (2020). MSC: 60G15 60H05 60G18 60H07 62F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khalil, Zeina Mahdi; Tudor, Ciprian Estimation of the drift parameter for the fractional stochastic heat equation via power variation. (English) Zbl 1458.60043 Mod. Stoch., Theory Appl. 6, No. 4, 397-417 (2019). MSC: 60G15 60G18 60H15 62M09 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khalil, Marwa; Tudor, Ciprian A. Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. (English) Zbl 1402.60043 Electron. J. Stat. 12, No. 2, 3639-3672 (2018). MSC: 60G15 60H05 60G18 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Tudor, Ciprian A.; Zili, Mounir SPDE with generalized drift and fractional-type noise. (English) Zbl 1361.60052 NoDEA, Nonlinear Differ. Equ. Appl. 23, No. 5, Paper No. 53, 23 p. (2016). MSC: 60H15 60G22 60H05 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Khalil, Marwa; Tudor, Ciprian; Zili, Mounir On the Lamperti transform of the fractional Brownian sheet. (English) Zbl 1355.60051 Fract. Calc. Appl. Anal. 19, No. 6, 1466-1487 (2016). MSC: 60G22 60H05 60H10 60G18 60G10 60G15 × Cite Format Result Cite Review PDF Full Text: DOI